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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Theorie
109
Theory
109
China
92
Volatility
54
Volatilität
54
Estimation theory
40
Schätztheorie
40
Time series analysis
36
Zeitreihenanalyse
36
Forecasting model
34
Prognoseverfahren
34
Bootstrap approach
33
Bootstrap-Verfahren
33
Stochastic process
27
Stochastischer Prozess
27
Estimation
26
Schätzung
26
Führungsstil
24
Leadership style
24
Lieferkette
24
Supply chain
24
Welt
22
World
22
Innovation
20
Arbeitsverhalten
19
Capital income
19
Kapitaleinkommen
19
Work behaviour
19
Market microstructure
18
Mathematical programming
18
Mathematische Optimierung
18
Consumer behaviour
17
Human capital
17
Humankapital
17
Konsumentenverhalten
17
Börsenkurs
16
Economic growth
16
Noise Trading
16
Noise trading
16
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English
18
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Hounyo, Ulrich
8
Liu, Zhi
7
Gonçalves, Sílvia
6
Meddahi, Nour
6
Liu, Qiang
3
Jing, Bingyi
2
Langfield, Sam
2
Liu, Zijun
2
Ota, Tomohiro
2
Christensen, Kim
1
Kong, Xin-Bing
1
Kong, Xinbing
1
Liu, Junwei
1
Liu, Yiqi
1
Podolskij, Mark
1
Varneskov, Rasmus Tangsgaard
1
Wang, Kent
1
Wang, Li
1
Zhang, Chuanhai
1
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Journal of econometrics
3
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CREATES research paper
1
Econometric theory
1
Finance and stochastics
1
IDEI working papers
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
18
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1
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
2
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent
;
Liu, Junwei
;
Liu, Zhi
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1777-1786
Persistent link: https://www.econbiz.de/10009729461
Saved in:
3
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
4
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
5
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
6
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
7
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
8
Flat-top realized Kernel estimation of quadratic covariation with nonsynchronous and noisy asset prices
Varneskov, Rasmus Tangsgaard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011691138
Saved in:
9
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
10
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
Saved in:
1
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