„Microstructure noise“

Suchergebnisse

1.000+ Treffer

• Non-Informative Order Flow and Its Impact on Capital Markets – An analytical passion project on liquidity, volatility, and price formation in the age of retail trading
  Kalt, Rufus 2026 BoD - Books on Demand
• Non-Informative Order Flow and Its Impact on Capital Markets – An analytical passion project on liquidity, volatility, and price formation in the age of retail trading
  Kalt, Rufus 2025 BoD – Books on Demand
• Microstructure imaging using MRI: diffusion MRI and biophysical models under the influence of noise
  Oeschger, Jan Malte ; Mohammadi, Siawoosh ; Grüner, Florian 2024 Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
• Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling under Market Microstructure Noise
  Sophon Tunyavetchakit ; Dahlhaus, Rainer 2016 Universitätsbibliothek Heidelberg
• Stable Convergence in Statistical Inference and Numerical Approximation of Stochastic Processes
  Thamrongrat, Nopporn ; Podolskij, Mark 2016 Universitätsbibliothek Heidelberg
• Nonparametric Methods in Spot Volatility Estimation
  Schmidt-Hieber, Anselm Johannes ; Munk, Axel ; Dümbgen, Lutz 2011 Niedersächsische Staats- und Universitätsbibliothek Göttingen
• Kernel based nonparametric coefficient estimation in diffusion models
  Funke, Benedikt ; Woerner, Jeannette H. C. ; Dehling, Herold 2015 Universitätsbibliothek Dortmund
• Bias-correcting the realized range-based variance in the presence of market microstructure noise
  Christensen, Kim ; Podolskij, Mark ; Vetter, Mathias 2007 Universitätsbibliothek Dortmund
• Estimation of quarticity based on high frequency data
  Vasylchenko, Ivan ; Härdle, Wolfgang ; Okhrin, Ostap 2012 Humboldt-Universität zu Berlin
• Realized copulae in moderate dimensions
  Tissen-Diabaté, Tatjana ; Okhrin, Ostap ; Härdle, Wolfgang 2013 Humboldt-Universität zu Berlin
• Non-Informative Order Flow and Its Impact on Capital Markets – An analytical passion project on liquidity, volatility, and price formation in the age of retail trading
  Kalt, Rufus 2025 BoD - Books on Demand
• Erratum to: Fundamental amplitude noise limitations to supercontinuum spectra generated in a microstructured fiber
  Corwin, K.L ; Newbury, N.R ; Dudley, J.M ; Coen, S. ; Diddams, S.A ; Washburn, B.R ; Weber, K. ; Windeler, R.S
• Functional stable limit theorems for efficient spectral covolatility estimators
  Altmeyer, Randolf ; Bibinger, Markus 2014 Humboldt-Universität zu Berlin
• Nonparametric drift estimation in a Lévy driven diffusion model
  Funke, Benedikt 2015 Universitätsbibliothek Dortmund
• Model checks for the volatility under microstructure noise
  Dette, Holger ; Vetter, Mathias 2009 Universitätsbibliothek Dortmund
• Inference on the Lévy measure in case of noisy observations
  Vetter, Mathias 2013 Universitätsbibliothek Dortmund
• Volatility, information feedback and market microstructure noise: a tale of two regimes
  Andersen, Torben ; Cebiroglu, Gökhan ; Hautsch, Nikolaus 2017 Universitätsbibliothek Johann Christian Senckenberg
• The impact of macroeconomic news on quote adjustments, noise, and informational volatility
  Hautsch, Nikolaus ; Hess, Dieter ; Veredas, David 2010 Univ.-Bibliothek Frankfurt am Main
• International price discovery in the presence of microstructure noise
  Grammig, Joachim G. ; Peter, Franziska J. 2008 Univ.-Bibliothek Frankfurt am Main
• On the correlation structure of microstructure noise in theory and practice
  Diebold, Francis X. ; Strasser, Georg H. 2008 Univ.-Bibliothek Frankfurt am Main