Sandra Nolte
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Person:2006862
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Testing for jumps in a discretely observed price process with endogenous sampling times Journal of Econometrics | 2026-02-24 | Paper |
| Decoupling interday and intraday volatility dynamics with price durations Journal of Time Series Analysis | 2025-10-24 | Paper |
| High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
| Perturbation by multiplicative noise and the simulation extrapolation method AStA. Advances in Statistical Analysis | 2020-10-12 | Paper |
| Make assurance double sure: combination of two disclosure limitation methods and estimation of general regression models AStA. Advances in Statistical Analysis | 2020-10-12 | Paper |
Research outcomes over time
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