Index of /~mykland/paperlinks
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twoscales.pdf
2004-02-25 14:07
220K
tr573.pdf
2006-10-05 13:23
284K
tr566.pdf
2006-04-15 14:49
293K
tr564.pdf
2006-02-17 15:21
332K
tr563r.pdf
2006-10-13 21:31
298K
tr563.pdf
2006-02-17 15:21
300K
statistical_causality_mykland_1986.pdf
2010-07-20 09:20
7.3M
stable_subspaces_mykland_1986.pdf
2010-07-20 09:20
4.6M
song_jkss_final.pdf
2006-10-19 10:48
355K
sjos_11-008.pdf
2012-11-15 01:31
584K
sampling_lastdraft.pdf
2004-02-25 14:17
692K
sampling.pdf
2005-05-11 16:48
600K
rounding_2013_April22.pdf
2013-04-28 12:18
195K
random.pdf
2003-02-10 17:27
881K
preaveraging.pdf
2009-10-25 16:25
1.3M
partlik090907.pdf
2007-12-14 10:09
380K
partlik082208.pdf
2008-12-30 13:17
388K
partlik021209ms.pdf
2009-03-18 14:50
334K
p1394.pdf
2005-11-25 17:38
401K
observedAVAR_MS12501R1.pdf
2016-03-26 12:23
1.0M
mss120221.pdf
2012-11-15 01:31
395K
mlepmgmm-hs-092205.pdf
2005-09-23 17:16
400K
leemykland_103106.pdf
2006-11-25 12:21
254K
in-sample-asymptotics-and-across-sample-efficiency-gains-for-high-frequency-data-statistics.pdfa.pdf
2023-03-14 12:53
468K
hedgeerrors.pdf
2005-05-11 16:44
289K
handbook_mykland_022809.pdf
2009-02-28 21:25
494K
fs-interpol.pdf
2004-02-25 13:51
204K
endogenous_20Apr2013.pdf
2013-04-21 17:54
591K
endogenous120109.pdf
2009-12-03 07:36
334K
edgeworth_old.pdf
2005-09-20 17:16
688K
edgeworth.pdf
2005-10-06 16:05
680K
ecta7417.pdf
2009-10-25 15:49
487K
depnoise.pdf
2005-05-13 13:16
450K
anovarev091005.pdf
2005-09-15 19:22
271K
anova_rev.pdf
2004-02-25 14:14
421K
Zhang_Epps_JoE_2011.pdf
2021-08-22 14:13
441K
WangMyklandDec2012.pdf
2012-12-31 14:20
682K
WangMykland2014_Leverage_Effect.pdf
2015-06-30 07:26
410K
WangMykland2014_01621459_2E2013_2E864189.pdf
2014-05-11 09:18
374K
W02-208-rev2.pdf
2004-02-25 13:59
446K
Twoscales-123004.pdf
2005-06-09 22:35
587K
Twoscales-090404.pdf
2004-09-10 17:03
320K
The_Five_Trolls_Under_the_Bridge_Principal_Component_Analysis_With_Asynchronous_and_Noisy_High_Frequency_Data.pdf
2021-05-07 05:36
2.2M
TSCV.R
2015-09-21 15:51
562
TRwcase19Jul2018.pdf
2018-07-20 13:44
278K
TRwcase050805.pdf
2005-05-11 16:37
212K
TR456_990923.pdf
2002-08-08 19:22
243K
TR441Dec99rev.ps
2002-03-14 00:23
846K
TR420_012899.ps
1999-10-16 16:32
1.1M
TR395Jan95.pdf
2005-10-10 20:17
126K
TR332-0695.pdf
2005-10-09 13:25
110K
STS145C.pdf
2006-01-11 11:54
50K
SSRN-id1525410.pdf
2013-04-28 12:17
579K
SII-1-2-A4-Mykland.pdf
2008-12-27 15:21
512K
Realized_Regression_v20230304.pdf
2023-03-14 13:21
943K
Realized_Regression_v20221031.pdf
2023-03-14 12:57
943K
Potiron-Mykland-2017.pdf
2017-08-12 13:01
943K
PCA_v20180204.pdf
2018-02-28 14:52
1.6M
ObservedAVAR11May2014.pdf
2015-06-30 07:24
583K
OLE14_002_rev24Apr2015.pdf
2015-04-28 12:34
121K
Mykland_Embedding_1995.pdf
2009-07-24 21:24
794K
MyklandZhang_observedAVAR_MS12501R2.pdf
2016-09-28 02:30
611K
MyklandZhang_data_cleaning.pdf
2016-09-18 04:58
1.1M
MyklandZhang_Observed_AVAR_ECTA2017.pdf
2017-08-08 14:00
564K
MyklandZhang_ObservedAVAR_ECTA2017-Supplement.pdf
2017-08-08 14:00
197K
MyklandTierneyYu2291148.pdf
2015-06-30 07:33
1.6M
Mykland-GaussianCalculus-AnnFinance2012.pdf
2012-11-15 01:31
287K
Multiscale2006printed.pdf
2021-08-22 14:05
276K
MZ_Hard_Edge_pdfa.pdf
2021-05-07 05:49
1.1M
MZ-LaManga31August2010.pdf
2010-09-29 10:13
466K
MZ-LaManga12Feb10.pdf
2010-03-14 11:20
463K
MGExpSecOrdInf_Mykland1995.pdf
2009-07-24 21:23
1.9M
LikInter14Mar10.pdf
2010-03-14 11:19
210K
LikInter091307.pdf
2009-01-13 14:50
272K
LiMykland2007.pdf
2007-09-02 14:26
333K
Li-Mykland-2015.pdf
2015-04-28 12:44
326K
LeeMykland2012.pdf
2012-11-15 01:31
340K
LeeMykland12.pdf
2012-11-15 01:31
203K
LeeMykland-2535.pdf
2008-12-30 13:14
251K
JacodMykland2015.pdf
2015-04-09 07:25
477K
Jacod-Mykland2015-1-s2.0-S0304414915000411-main.pdf
2016-03-26 12:45
331K
JQdisc053105.pdf
2005-05-31 14:21
94K
JLMPV.pdf
2007-12-14 10:02
3.5M
JKScales103108.pdf
2009-01-13 14:54
444K
JE_MS2015027_Between_Data_Cleaning_and_Inference_19Feb2016_for_print.pdf
2016-03-26 12:14
747K
InsampleAcrosssample_Dec_26_09_EG.pdf
2010-01-21 05:28
381K
I.A.1-Econometrics of High Frequency Econometrics-1.pdf
2012-11-15 01:31
543K
I.A.1-Econometrics_of_High_Frequency_Data.pdf
2013-03-31 13:56
543K
HLdiscuss.pdf
2005-10-25 17:37
209K
Five_Trolls_Supplement.pdf
2020-01-26 15:17
399K
FIve_Trolls_Appendix_pdfa.pdf
2021-05-07 05:43
399K
EstWithLevEff.pdf
2018-01-21 12:24
1.1M
Endogenous-S0266466613000418a.pdf
2014-05-28 08:25
303K
Edgeworth011209.pdf
2009-01-13 14:44
647K
ECONOM3558.pdf
2012-11-15 01:31
613K
DualLikelihood_Mykland1995.pdf
2009-07-24 21:21
2.3M
Dual Likelihood 1995.pdf
2015-06-30 07:29
2.4M
Double_Gaussian_12April2011.pdf
2011-04-13 16:35
284K
Double_Gaussian_05March2011.pdf
2011-03-08 19:35
242K
Combining_statistical_intervals_and_market_prices_Mykland_2019.pdf
2020-01-26 15:35
642K
ChenMykland2017.pdf
2018-01-30 19:21
2.5M
Bibinger_Mykland-2016-Scandinavian_Journal_of_Statistics.pdf
2017-08-12 12:46
651K
BibingerMyklandDec2012.pdf
2012-12-31 14:20
1.0M
Between_Data_Cleaning_and_Inference_20Jan2015submitted_version.pdf
2015-06-30 07:17
605K
Bartlett Identities for Martingales AOS 1994.pdf
2015-06-30 07:46
3.5M
BartlettIdent_Mykland1994.pdf
2009-07-24 21:18
1.2M
AsympExpBoot_Mykland1992.pdf
2009-07-24 21:17
2.3M
AlternativeTRSV28Feb2018.pdf
2018-03-01 15:42
419K
Algebra_of_Two_Scales_Estimation_and_S-TSRV_Mykland_Zhang_Chen_2019.pdf
2020-01-26 15:35
512K
AOS2176_Supplement8.pdfa.pdf
2023-03-14 12:54
260K
AOS2176.pdfa.pdf
2023-03-14 12:55
459K
AOS218.pdf
2004-12-05 14:17
283K
AOS112.pdf
2004-02-25 13:36
234K
AOS0167.pdf
2006-11-06 12:26
363K
AN_ASYMPTOTIC_DECOMPOSITION_OF_HEDGING_ERRORS.pdfa.pdf
2023-03-14 13:40
1.0M
ANOVArev1203.pdf
2004-07-23 18:33
406K
1080004761.pdf
2005-06-14 16:36
287K
1032298293.pdf
2005-06-14 16:53
360K
1019487360.pdf
2005-06-14 16:43
168K
1018031270.pdf
2005-06-14 16:49
121K
7800417.PDF
2004-02-25 13:42
211K
10JASA_diffusion_bridge.pdf
2012-11-15 01:31
4.0M
1_20_2020_The_Five_Trolls.pdf
2020-01-26 15:27
2.6M
04STS145C.pdf
2006-01-12 08:37
75K
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