Browsing All of EconStor by Author Mykland, Per A.
Showing results 1 to 3 of 3
|Year of Publication||Title||Author(s)|
|2005||Ultra high frequency volatility estimation with dependent microstructure noise||Ait-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan|
|2007||Microstructure noise in the continuous case: the pre-averaging approach||Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark; Vetter, Mathias|
|2013||Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing||Bibinger, Markus; Mykland, Per A.|