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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"NBER Working Paper"
~person:"Bibinger, Markus"
~subject:"Marktmikrostruktur"
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Marktmikrostruktur
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Bibinger, Markus
Bollerslev, Tim
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Mykland, Per A.
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Journal of econometrics
Journal of forecasting
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ECONIS (ZBW)
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
2
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
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