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Noise Trading
4
Noise trading
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Theorie
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Market microstructure
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Marktmikrostruktur
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Analysis of variance
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Estimation
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Estimation theory
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CREATES research paper
Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
22
NBER Working Paper
20
Discussion paper / Centre for Economic Policy Research
17
The review of financial studies
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International review of economics & finance : IREF
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Journal of banking & finance
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Finance research letters
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The journal of finance : the journal of the American Finance Association
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of quantitative finance and accounting
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
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Econometric reviews
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International journal of theoretical and applied finance
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MPRA Paper
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Quantitative finance
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SFB 649 Discussion Paper
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The journal of futures markets
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The review of economic studies
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Working papers / Rodney L. White Center for Financial Research
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CESifo working papers
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CFS working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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IMF working papers
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
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CEPR Discussion Papers
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Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
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2
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
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3
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
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4
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
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