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person:"Grammig, Joachim"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Aït-Sahalia, Yacine"
~subject:"Market microstructure"
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Market microstructure
Börsenkurs
7
Share price
7
Theorie
5
Theory
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Volatility
5
Volatilität
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3
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Grammig, Joachim
Aït-Sahalia, Yacine
Li, Yingying
3
Christensen, Kim
2
Clinet, Simon
2
Mykland, Per A.
2
Podolskij, Mark
2
Potiron, Yoann
2
Zhang, Lan
2
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1
Amihud, Yakov
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Barclay, Michael J.
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1
Chakravarty, Sugato
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Chung, Kee H.
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Conrad, Jennifer S.
1
Demsetz, Harold
1
Fan, Jianqing
1
Grégoire, Vincent
1
Hillert, Alexander
1
Hounyo, Ulrich
1
Hörner, Johannes
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Ikeda, Shin S.
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Kandel, Eugene
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Journal of econometrics
Journal of financial economics
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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ECONIS (ZBW)
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1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
3
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
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