Index of /~mykland/paperlinks

[ICO]NameLast modifiedSizeDescription

[PARENTDIR]Parent Directory  -  
[   ]twoscales.pdf2004-02-25 14:07 220K 
[   ]tr573.pdf2006-10-05 13:23 284K 
[   ]tr566.pdf2006-04-15 14:49 293K 
[   ]tr564.pdf2006-02-17 15:21 332K 
[   ]tr563r.pdf2006-10-13 21:31 298K 
[   ]tr563.pdf2006-02-17 15:21 300K 
[   ]statistical_causality_mykland_1986.pdf2010-07-20 09:20 7.3M 
[   ]stable_subspaces_mykland_1986.pdf2010-07-20 09:20 4.6M 
[   ]song_jkss_final.pdf2006-10-19 10:48 355K 
[   ]sjos_11-008.pdf2012-11-15 01:31 584K 
[   ]sampling_lastdraft.pdf2004-02-25 14:17 692K 
[   ]sampling.pdf2005-05-11 16:48 600K 
[   ]rounding_2013_April22.pdf2013-04-28 12:18 195K 
[   ]random.pdf2003-02-10 17:27 881K 
[   ]preaveraging.pdf2009-10-25 16:25 1.3M 
[   ]partlik090907.pdf2007-12-14 10:09 380K 
[   ]partlik082208.pdf2008-12-30 13:17 388K 
[   ]partlik021209ms.pdf2009-03-18 14:50 334K 
[   ]p1394.pdf2005-11-25 17:38 401K 
[   ]observedAVAR_MS12501R1.pdf2016-03-26 12:23 1.0M 
[   ]mss120221.pdf2012-11-15 01:31 395K 
[   ]mlepmgmm-hs-092205.pdf2005-09-23 17:16 400K 
[   ]leemykland_103106.pdf2006-11-25 12:21 254K 
[   ]in-sample-asymptotics-and-across-sample-efficiency-gains-for-high-frequency-data-statistics.pdfa.pdf2023-03-14 12:53 468K 
[   ]hedgeerrors.pdf2005-05-11 16:44 289K 
[   ]handbook_mykland_022809.pdf2009-02-28 21:25 494K 
[   ]fs-interpol.pdf2004-02-25 13:51 204K 
[   ]endogenous_20Apr2013.pdf2013-04-21 17:54 591K 
[   ]endogenous120109.pdf2009-12-03 07:36 334K 
[   ]edgeworth_old.pdf2005-09-20 17:16 688K 
[   ]edgeworth.pdf2005-10-06 16:05 680K 
[   ]ecta7417.pdf2009-10-25 15:49 487K 
[   ]depnoise.pdf2005-05-13 13:16 450K 
[   ]anovarev091005.pdf2005-09-15 19:22 271K 
[   ]anova_rev.pdf2004-02-25 14:14 421K 
[   ]Zhang_Epps_JoE_2011.pdf2021-08-22 14:13 441K 
[   ]WangMyklandDec2012.pdf2012-12-31 14:20 682K 
[   ]WangMykland2014_Leverage_Effect.pdf2015-06-30 07:26 410K 
[   ]WangMykland2014_01621459_2E2013_2E864189.pdf2014-05-11 09:18 374K 
[   ]W02-208-rev2.pdf2004-02-25 13:59 446K 
[   ]Twoscales-123004.pdf2005-06-09 22:35 587K 
[   ]Twoscales-090404.pdf2004-09-10 17:03 320K 
[   ]The_Five_Trolls_Under_the_Bridge_Principal_Component_Analysis_With_Asynchronous_and_Noisy_High_Frequency_Data.pdf2021-05-07 05:36 2.2M 
[TXT]TSCV.R2015-09-21 15:51 562  
[   ]TRwcase19Jul2018.pdf2018-07-20 13:44 278K 
[   ]TRwcase050805.pdf2005-05-11 16:37 212K 
[   ]TR456_990923.pdf2002-08-08 19:22 243K 
[   ]TR441Dec99rev.ps2002-03-14 00:23 846K 
[   ]TR420_012899.ps1999-10-16 16:32 1.1M 
[   ]TR395Jan95.pdf2005-10-10 20:17 126K 
[   ]TR332-0695.pdf2005-10-09 13:25 110K 
[   ]STS145C.pdf2006-01-11 11:54 50K 
[   ]SSRN-id1525410.pdf2013-04-28 12:17 579K 
[   ]SII-1-2-A4-Mykland.pdf2008-12-27 15:21 512K 
[   ]Realized_Regression_v20230304.pdf2023-03-14 13:21 943K 
[   ]Realized_Regression_v20221031.pdf2023-03-14 12:57 943K 
[   ]Potiron-Mykland-2017.pdf2017-08-12 13:01 943K 
[   ]PCA_v20180204.pdf2018-02-28 14:52 1.6M 
[   ]ObservedAVAR11May2014.pdf2015-06-30 07:24 583K 
[   ]OLE14_002_rev24Apr2015.pdf2015-04-28 12:34 121K 
[   ]Mykland_Embedding_1995.pdf2009-07-24 21:24 794K 
[   ]MyklandZhang_observedAVAR_MS12501R2.pdf2016-09-28 02:30 611K 
[   ]MyklandZhang_data_cleaning.pdf2016-09-18 04:58 1.1M 
[   ]MyklandZhang_Observed_AVAR_ECTA2017.pdf2017-08-08 14:00 564K 
[   ]MyklandZhang_ObservedAVAR_ECTA2017-Supplement.pdf2017-08-08 14:00 197K 
[   ]MyklandTierneyYu2291148.pdf2015-06-30 07:33 1.6M 
[   ]Mykland-GaussianCalculus-AnnFinance2012.pdf2012-11-15 01:31 287K 
[   ]Multiscale2006printed.pdf2021-08-22 14:05 276K 
[   ]MZ_Hard_Edge_pdfa.pdf2021-05-07 05:49 1.1M 
[   ]MZ-LaManga31August2010.pdf2010-09-29 10:13 466K 
[   ]MZ-LaManga12Feb10.pdf2010-03-14 11:20 463K 
[   ]MGExpSecOrdInf_Mykland1995.pdf2009-07-24 21:23 1.9M 
[   ]LikInter14Mar10.pdf2010-03-14 11:19 210K 
[   ]LikInter091307.pdf2009-01-13 14:50 272K 
[   ]LiMykland2007.pdf2007-09-02 14:26 333K 
[   ]Li-Mykland-2015.pdf2015-04-28 12:44 326K 
[   ]LeeMykland2012.pdf2012-11-15 01:31 340K 
[   ]LeeMykland12.pdf2012-11-15 01:31 203K 
[   ]LeeMykland-2535.pdf2008-12-30 13:14 251K 
[   ]JacodMykland2015.pdf2015-04-09 07:25 477K 
[   ]Jacod-Mykland2015-1-s2.0-S0304414915000411-main.pdf2016-03-26 12:45 331K 
[   ]JQdisc053105.pdf2005-05-31 14:21 94K 
[   ]JLMPV.pdf2007-12-14 10:02 3.5M 
[   ]JKScales103108.pdf2009-01-13 14:54 444K 
[   ]JE_MS2015027_Between_Data_Cleaning_and_Inference_19Feb2016_for_print.pdf2016-03-26 12:14 747K 
[   ]InsampleAcrosssample_Dec_26_09_EG.pdf2010-01-21 05:28 381K 
[   ]I.A.1-Econometrics of High Frequency Econometrics-1.pdf2012-11-15 01:31 543K 
[   ]I.A.1-Econometrics_of_High_Frequency_Data.pdf2013-03-31 13:56 543K 
[   ]HLdiscuss.pdf2005-10-25 17:37 209K 
[   ]Five_Trolls_Supplement.pdf2020-01-26 15:17 399K 
[   ]FIve_Trolls_Appendix_pdfa.pdf2021-05-07 05:43 399K 
[   ]EstWithLevEff.pdf2018-01-21 12:24 1.1M 
[   ]Endogenous-S0266466613000418a.pdf2014-05-28 08:25 303K 
[   ]Edgeworth011209.pdf2009-01-13 14:44 647K 
[   ]ECONOM3558.pdf2012-11-15 01:31 613K 
[   ]DualLikelihood_Mykland1995.pdf2009-07-24 21:21 2.3M 
[   ]Dual Likelihood 1995.pdf2015-06-30 07:29 2.4M 
[   ]Double_Gaussian_12April2011.pdf2011-04-13 16:35 284K 
[   ]Double_Gaussian_05March2011.pdf2011-03-08 19:35 242K 
[   ]Combining_statistical_intervals_and_market_prices_Mykland_2019.pdf2020-01-26 15:35 642K 
[   ]ChenMykland2017.pdf2018-01-30 19:21 2.5M 
[   ]Bibinger_Mykland-2016-Scandinavian_Journal_of_Statistics.pdf2017-08-12 12:46 651K 
[   ]BibingerMyklandDec2012.pdf2012-12-31 14:20 1.0M 
[   ]Between_Data_Cleaning_and_Inference_20Jan2015submitted_version.pdf2015-06-30 07:17 605K 
[   ]Bartlett Identities for Martingales AOS 1994.pdf2015-06-30 07:46 3.5M 
[   ]BartlettIdent_Mykland1994.pdf2009-07-24 21:18 1.2M 
[   ]AsympExpBoot_Mykland1992.pdf2009-07-24 21:17 2.3M 
[   ]AlternativeTRSV28Feb2018.pdf2018-03-01 15:42 419K 
[   ]Algebra_of_Two_Scales_Estimation_and_S-TSRV_Mykland_Zhang_Chen_2019.pdf2020-01-26 15:35 512K 
[   ]AOS2176_Supplement8.pdfa.pdf2023-03-14 12:54 260K 
[   ]AOS2176.pdfa.pdf2023-03-14 12:55 459K 
[   ]AOS218.pdf2004-12-05 14:17 283K 
[   ]AOS112.pdf2004-02-25 13:36 234K 
[   ]AOS0167.pdf2006-11-06 12:26 363K 
[   ]AN_ASYMPTOTIC_DECOMPOSITION_OF_HEDGING_ERRORS.pdfa.pdf2023-03-14 13:40 1.0M 
[   ]ANOVArev1203.pdf2004-07-23 18:33 406K 
[   ]1080004761.pdf2005-06-14 16:36 287K 
[   ]1032298293.pdf2005-06-14 16:53 360K 
[   ]1019487360.pdf2005-06-14 16:43 168K 
[   ]1018031270.pdf2005-06-14 16:49 121K 
[   ]7800417.PDF2004-02-25 13:42 211K 
[   ]10JASA_diffusion_bridge.pdf2012-11-15 01:31 4.0M 
[   ]1_20_2020_The_Five_Trolls.pdf2020-01-26 15:27 2.6M 
[   ]04STS145C.pdf2006-01-12 08:37 75K 

Apache/2.4.37 (Red Hat Enterprise Linux) Server at galton.uchicago.edu Port 80