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isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
type_genre:"Übersichtsarbeit"
~isPartOf:"Development studies working papers / Centro Studi Luca d'Agliano"
~subject:"Marktmikrostruktur"
~type_genre:"Non-commercial literature"
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Marktmikrostruktur
Estimation
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Development studies working papers / Centro Studi Luca d'Agliano
CFS working paper series
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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SFB 649 discussion paper
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Bank- und Finanzwirtschaftliche Forschung: Diskussionsbeiträge des Lehrstuhls für Betriebswirtschaftslehre, insbesondere Finanzwirtschaft, Universität Bamberg
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ECONIS (ZBW)
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Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus
-
2001
Persistent link: https://www.econbiz.de/10014378893
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2
Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
-
2000
Persistent link: https://www.econbiz.de/10013436039
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3
Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10001378696
Saved in:
4
What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank
;
Hess, Dieter
;
Pohlmeier, Winfried
-
1998
Persistent link: https://www.econbiz.de/10001378683
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