Showing 1 - 5 results of 5 for search 'Mykland, Per A.', query time: 0.03s Refine Results
In addition to media from the THWS, media from other Bavarian libraries are also displayed.
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  1. 1
    Interference for multi-dimensional high-frequenzy data equivalence of methods, central limit theorems, and an application to conditional independence testing

    Interference for multi-dimensional high-frequenzy data equivalence of methods, central limit theorems, and an application to conditional independence testing by Bibinger, Markus 1981-, Mykland, Per A.

    Published 2013
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  2. 2
    Ultra high frequency volatility estimation with dependent microstructure noise

    Ultra high frequency volatility estimation with dependent microstructure noise by Aït-Sahalia, Yacine, Mykland, Per A., Zhang, Lan

    Published 2005
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  3. 3
    A tale of two time scales determining integrated volatility with noisy high-frequency data

    A tale of two time scales determining integrated volatility with noisy high-frequency data by Zhang, Lan, Mykland, Per A., Aït-Sahalia, Yacine

    Published 2003
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  4. 4
    Ultra high frequency volatility estimation with dependent microstructure noise

    Ultra high frequency volatility estimation with dependent microstructure noise by Aït-Sahalia, Yacine, Mykland, Per A., Zhang, Lan

    Published 2005
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  5. 5
    How often to sample a continuous-time process in the presence of market microstructure noise

    How often to sample a continuous-time process in the presence of market microstructure noise by Aït-Sahalia, Yacine, Mykland, Per A.

    Published 2003
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