Browsen in EconStor gesamt nach Autor:innen Mykland, Per A.
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Erscheinungsjahr | Titel | Autor:innen |
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. |