//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A ReMeDI for Microstructure No...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,691
Theory
1,691
Estimation theory
414
Schätztheorie
414
Time series analysis
340
Zeitreihenanalyse
340
Estimation
199
Schätzung
199
Volatility
169
Volatilität
169
Forecasting model
141
Prognoseverfahren
141
Nichtparametrisches Verfahren
127
Nonparametric statistics
127
Regression analysis
124
Regressionsanalyse
124
Stochastic process
118
Stochastischer Prozess
118
Statistical test
114
Statistischer Test
114
Panel
110
Panel study
110
Monte Carlo simulation
101
Monte-Carlo-Simulation
101
Ökonometrie
98
Econometrics
96
Bayes-Statistik
91
Bayesian inference
91
USA
88
United States
88
Markov chain
79
Markov-Kette
79
Cointegration
78
Kointegration
78
Statistical theory
75
Statistische Methodenlehre
75
Statistical distribution
74
Statistische Verteilung
74
Bootstrap approach
73
Bootstrap-Verfahren
73
more ...
less ...
Online availability
All
Undetermined
385
Free
8
Type of publication
All
Article
1,692
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
1,701
Aufsatz in Zeitschrift
1,701
Collection of articles of several authors
50
Sammelwerk
50
Konferenzschrift
17
Conference proceedings
13
Festschrift
9
Conference paper
7
Konferenzbeitrag
7
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,731
Author
All
Phillips, Peter C. B.
31
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Ghysels, Eric
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Timmermann, Allan
14
Aït-Sahalia, Yacine
13
Gouriéroux, Christian
13
Linton, Oliver
13
Yu, Jun
13
Bollerslev, Tim
12
Hsiao, Cheng
12
Li, Qi
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Patton, Andrew J.
10
Renault, Eric
10
Baltagi, Badi H.
9
Dijk, Herman K. van
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Smith, Richard J.
9
Tsionas, Efthymios G.
9
White, Halbert
9
Andersen, Torben
8
Barnett, William A.
8
Boswijk, Herman Peter
8
Dufour, Jean-Marie
8
Elliott, Graham
8
Hidalgo, Javier
8
Koopman, Siem Jan
8
Kumbhakar, Subal
8
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
8,060
NBER Working Paper
7,473
Working paper / National Bureau of Economic Research, Inc.
6,799
European journal of operational research : EJOR
6,071
Economics letters
5,544
Discussion paper / Centre for Economic Policy Research
4,558
CESifo working papers
4,231
Working paper
3,206
Journal of economic theory
2,880
Discussion paper / Tinbergen Institute
2,683
Discussion paper series / IZA
2,662
Computers & operations research : and their applications to problems of world concern ; an international journal
2,587
The American economic review
2,585
Journal of economic dynamics & control
2,517
International journal of production research
2,477
CESifo Working Paper
2,367
Journal of economic behavior & organization : JEBO
2,344
The economic journal : the journal of the Royal Economic Society
2,168
Europäische Hochschulschriften / 5
2,160
Discussion paper
2,108
European economic review : EER
2,081
CESifo Working Paper Series
1,986
IZA Discussion Paper
1,983
Economic modelling
1,944
SpringerLink / Bücher
1,891
Journal of public economics
1,864
Applied economics
1,856
Games and economic behavior
1,848
Discussion papers / CEPR
1,833
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,779
Management science : journal of the Institute for Operations Research and the Management Sciences
1,751
Discussion paper / Center for Economic Research, Tilburg University
1,683
International journal of production economics
1,638
Journal of banking & finance
1,619
Journal of monetary economics
1,539
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,527
Public choice
1,522
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,495
MPRA Paper
1,487
more ...
less ...
Source
All
ECONIS (ZBW)
1,731
Showing
1
-
10
of
1,731
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
2
Covariance measurement in the presence of non-synchronous trading and market microstructure noise
Griffin, Jim E.
;
Oomen, Roel C. A.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 58-68
Persistent link: https://www.econbiz.de/10009242550
Saved in:
3
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
4
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
Saved in:
5
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
6
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
Saved in:
7
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
8
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
9
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009242529
Saved in:
10
Estimating covariation : Epps effect, microstructure noise
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10009242560
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->