//--> //--> //-->
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:"Mykland, Per A."
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Stoikov, Sasha"
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:"Marktmikrostrukturtheorie"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
2
Marktmikrostruktur
2
market microstructure
2
Bid-ask spread
1
Börsenkurs
1
Estimation
1
Estimation theory
1
Geld-Brief-Spanne
1
Schätztheorie
1
Schätzung
1
Securities trading
1
Share price
1
Statistical error
1
Statistischer Fehler
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
bias-correction
1
diffusion process
1
high frequency data
1
limit order book
1
liquidity
1
price impact
1
realized volatility (RV)
1
rounding errors
1
more ...
less ...
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
Mykland, Per A.
Stoikov, Sasha
Corsi, Fulvio
2
Lunde, Asger
2
Audrino, Francesco
1
Carrasco, Marine
1
Cont, Rama
1
Dahlhaus, Rainer
1
Engle, Robert F.
1
Gonçalves, Sílvia
1
Hautsch, Nikolaus
1
Hounyo, Ulrich
1
Ikeda, Shin S.
1
Jong, Frank de
1
Kotchoni, Rachidi
1
Kukanov, Arseniy
1
Li, Yingying
1
Mancino, Maria Elvira
1
Meddahi, Nour
1
Mira, Antonietta
1
Nagakura, Daisuke
1
Neddermeyer, Jan Christoph
1
Oya, Kosuke
1
Pascual, Roberto
1
Peluso, Stefano
1
Sanfelici, Simona
1
Schotman, Peter C.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Tay, Anthony S. A.
1
Ting, Christopher
1
Tse, Yiu Kuen
1
Ubukata, Masato
1
Usami, Takashi
1
Veredas, David
1
Voev, Valeri
1
Warachka, Mitch
1
Watanabe, Toshiaki
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
5
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
NBER Working Paper
2
Bundesbank Series 1 Discussion Paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Series 1
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
2
The price impact of order book events
Cont, Rama
;
Kukanov, Arseniy
;
Stoikov, Sasha
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 47-88
Persistent link: https://www.econbiz.de/10010233613
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->