Per A. Mykland
Author
Alternate names Per Aslak Mykland, Per Mykland, P. A. Mykland, Per A. Mykland
Institution University of Chicago
Past institutions University of Chicago, Humboldt State University, Czech Academy of Sciences, Institute of Mathematics, Xiamen University, Hong Kong University of Science and Technology +5 more
ORCID: Yes
H-index: 37
I10-index: 71
Works count: 126
Citations count: 9,083
A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data
2003 · Lan Zhang, Per A. Mykland, et al.
A Tale of Two Time Scales
2005 · Lan Zhang, Per A. Mykland, et al. · Journal of the American Statistical Association
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
2005 · Yacine Aı̈t-Sahalia, Per A. Mykland, et al. · Review of Financial Studies