Sandra Nolte
From MaRDI portal
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 |
| Realized candlestick wicks Journal of Econometrics | 2025-07-08 | 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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