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subject:"Elektronisches Handelssystem"
~isPartOf:"Journal of econometrics"
~subject:"Exchange rate"
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Elektronisches Handelssystem
Exchange rate
Market microstructure
52
Marktmikrostruktur
52
Volatility
41
Volatilität
41
Estimation theory
31
Schätztheorie
31
Noise Trading
29
Noise trading
29
Time series analysis
27
Zeitreihenanalyse
27
Börsenkurs
17
Share price
17
Capital income
16
Estimation
16
Kapitaleinkommen
16
Schätzung
16
Market microstructure noise
15
Theorie
14
Theory
14
High frequency data
10
High-frequency data
10
Microstructure noise
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Analysis of variance
8
Varianzanalyse
8
Realized volatility
7
Integrated volatility
6
CAPM
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Correlation
5
Forecasting model
5
Korrelation
5
Martingal
5
Martingale
5
Pre-averaging
5
Prognoseverfahren
5
Financial market
4
Finanzmarkt
4
Jumps
4
Liquidity
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Aït-Sahalia, Yacine
1
Bibinger, Markus
1
Brunetti, Celso
1
Chen, Fei
1
Diebold, Francis X.
1
Neely, Christopher J.
1
Schorfheide, Frank
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Winkelmann, Lars
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Journal of econometrics
Journal of international money and finance
16
Journal of international financial markets, institutions & money
14
Journal of financial markets
12
The European journal of finance
11
Research in international business and finance
10
Market microstructure and liquidity
9
International journal of finance & economics : IJFE
8
International review of financial analysis
8
Journal of banking & finance
8
Working paper / Norges Bank
8
CESifo working papers
7
Quantitative finance
7
Economic modelling
6
Finance research letters
6
Journal of empirical finance
6
NBER Working Paper
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
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Working paper
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Working papers / Economics Department, Georgetown University
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Discussion paper / Centre for Economic Policy Research
4
Europäische Hochschulschriften / 5
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Gabler Edition Wissenschaft
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Journal of financial economics
4
Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied mathematical finance
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Tinbergen Institute
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
European financial management : the journal of the European Financial Management Association
3
Investment management and financial innovations
3
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Swiss Finance Institute Research Paper
3
The journal of trading
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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
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:
3
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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