Mykland, Per A.
Mykland, Per A. (Per Aslak)
Mykland, Per Aslak
Per Mykland American statistician
VIAF ID: 8330227 (Personal)
Permalink: http://viaf.org/viaf/8330227
Preferred Forms
- 100 1 _ ‡a Mykland, Per A.
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- 100 1 _ ‡a Mykland, Per A.
- 100 1 _ ‡a Mykland, Per A. ‡q (Per Aslak)
- 100 1 _ ‡a Mykland, Per Aslak
- 100 0 _ ‡a Per Mykland ‡c American statistician
4xx's: Alternate Name Forms (5)
5xx's: Related Names (4)
- 510 2 _ ‡a Institute of Quantitative Finance
- 510 2 _ ‡a Institute of Quantitative Finance ‡e Affiliation
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a University of California, Berkeley, May 1989
Works
Title | Sources |
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Edgeworth expansions for realized volatility and related estimators | |
How often to sample a continuous-time process in the presence of market microstructure noise. - | |
Stable subspaces over regular solutions of martingale problems | |
Statistical causality | |
A tale of two time scales: determining integrated volatility with noisy high-frequency data | |
Ultra high frequency volatility estimation with dependent microstructure noise |