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C - Mathematical and Quantitative Methods

C0 - General

C01 - Econometrics

C02 - Mathematical Methods

C1 - Econometric and Statistical Methods and Methodology: General

C10 - General

C11 - Bayesian Analysis: General

C12 - Hypothesis Testing: General

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C2 - Single Equation Models; Single Variables

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C23 - Panel Data Models; Spatio-temporal Models

C24 - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

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C3 - Multiple or Simultaneous Equation Models; Multiple Variables

C30 - General

C31 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

C33 - Panel Data Models; Spatio-temporal Models

C34 - Truncated and Censored Models; Switching Regression Models

C35 - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

C38 - Classification Methods; Cluster Analysis; Principal Components; Factor Models

C4 - Econometric and Statistical Methods: Special Topics

C40 - General

C41 - Duration Analysis; Optimal Timing Strategies

C43 - Index Numbers and Aggregation

C45 - Neural Networks and Related Topics

C49 - Other

C5 - Econometric Modeling

C50 - General

C51 - Model Construction and Estimation

C52 - Model Evaluation, Validation, and Selection

C53 - Forecasting and Prediction Methods; Simulation Methods

C55 - Large Data Sets: Modeling and Analysis

C57 - Econometrics of Games and Auctions

C58 - Financial Econometrics

C59 - Other

C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

C61 - Optimization Techniques; Programming Models; Dynamic Analysis

C63 - Computational Techniques; Simulation Modeling

C65 - Miscellaneous Mathematical Tools

C8 - Data Collection and Data Estimation Methodology; Computer Programs

C80 - General

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D49 - Other

D8 - Information, Knowledge, and Uncertainty

D80 - General

D82 - Asymmetric and Private Information; Mechanism Design

D84 - Expectations; Speculations

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E00 - General

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E17 - Forecasting and Simulation: Models and Applications

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E32 - Business Fluctuations; Cycles

E37 - Forecasting and Simulation: Models and Applications

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E43 - Interest Rates: Determination, Term Structure, and Effects

E44 - Financial Markets and the Macroeconomy

E47 - Forecasting and Simulation: Models and Applications

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E65 - Studies of Particular Policy Episodes

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G2 - Financial Institutions and Services

G20 - General

G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages

G22 - Insurance; Insurance Companies; Actuarial Studies

G23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

G24 - Investment Banking; Venture Capital; Brokerage; Ratings and Ratings Agencies

G28 - Government Policy and Regulation

G3 - Corporate Finance and Governance

G31 - Capital Budgeting; Fixed Investment and Inventory Studies; Capacity

G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

G33 - Bankruptcy; Liquidation

G4 - Behavioral Finance

G5 - Household Finance

G50 - General

H - Public Economics

H6 - National Budget, Deficit, and Debt

H63 - Debt; Debt Management; Sovereign Debt

J - Labor and Demographic Economics

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J01 - Labor Economics: General

J3 - Wages, Compensation, and Labor Costs

J31 - Wage Level and Structure; Wage Differentials

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M4 - Accounting and Auditing

M41 - Accounting

Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics

Q4 - Energy

Q43 - Energy and the Macroeconomy

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Journal Article

Empirical Evaluation of Competing High-Frequency Estimators of Quadratic Variation

PDF

Colin Bowers and Chris Heaton

Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbaf007, https://doi.org/10.1093/jjfinec/nbaf007

Published: 12 April 2025

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