//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Grammig, Joachim"
~isPartOf:"Journal of econometrics"
~person:"Liu, Shouwei"
~subject:"Market microstructure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Börsenkurs"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
Börsenkurs
4
Share price
4
Theorie
4
Theory
4
Dauer
3
Duration
3
Estimation
2
Marktmikrostruktur
2
Schätzung
2
Time series analysis
2
USA
2
United States
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1996
1
ARCH model
1
ARCH-Modell
1
Asymmetric autoregressive conditional duration model
1
Asymmetric information
1
Asymmetrische Information
1
Autocorrelation
1
Autokorrelation
1
Backtesting
1
Duration analysis
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Handelsvolumen der Börse
1
High-frequency transaction data
1
Intraday Value-at-Risk
1
Market microstructure noise
1
Method of moments
1
Momentenmethode
1
Risikomaß
1
Risk measure
1
Schock
1
Shock
1
Statistische Bestandsanalyse
1
Stochastic process
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Grammig, Joachim
Liu, Shouwei
Christensen, Kim
2
Clinet, Simon
2
Li, Yingying
2
Mykland, Per A.
2
Potiron, Yoann
2
Zhang, Lan
2
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bibinger, Markus
1
Bollerslev, Tim
1
Brunetti, Celso
1
Chen, Richard Y.
1
Hounyo, Ulrich
1
Ikeda, Shin S.
1
Large, Jeremy
1
Li, Jia
1
Liu, Guangying
1
Neely, Christopher J.
1
Oomen, Roel
1
Podolskij, Mark
1
Renò, Roberto
1
Shephard, Neil G.
1
Todorov, Viktor
1
Tse, Yiu Kuen
1
Wellner, Marc
1
Winkelmann, Lars
1
Xiu, Dacheng
1
Zhang, Congshan
1
Zhang, Zhiyuan
1
Zhou, Bo
1
more ...
less ...
Published in...
All
Journal of econometrics
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
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
2
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->