Per A. Mykland

Latest Institution: The University of Chicago

All Institutions: The University of Chicago; University of Chicago

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High-Frequency Data

Year: 2003
Journal: No Journal Matched
Authors: Lan Zhang; Per A. Mykland; Yacine Aït-Sahalia

How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise

Year: 2003
Journal: Review of Financial Studies
Authors: Yacine Atsahalia; Per A. Mykland

Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise

Year: 2005
Journal: Journal of Econometrics
Authors: Yacine Atsahalia; Per A. Mykland; Lan Zhang

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