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subject:"Elektronisches Handelssystem"
~person:"Corsi, Fulvio"
~subject:"Aktienmarkt"
~subject:"Anlageverhalten"
~type_genre:"Aufsatz in Zeitschrift"
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Elektronisches Handelssystem
Aktienmarkt
Anlageverhalten
Market microstructure
5
Marktmikrostruktur
5
Correlation
3
Estimation theory
3
Korrelation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätztheorie
3
Theorie
3
Theory
3
Börsenkurs
2
Capital income
2
Electronic trading
2
Estimation
2
Kapitaleinkommen
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Schätzung
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Algorithm
1
Algorithmus
1
Analysis of variance
1
Asynchronicity
1
Asynchronous trading
1
Bayes-Statistik
1
Bayesian inference
1
Bond market
1
Causality analysis
1
Cross-asset trading
1
Dynamic dependencies
1
Gibbs sampler
1
Granger causality
1
Intraday correlations
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Aufsatz in Zeitschrift
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Corsi, Fulvio
Hung, Pi-Hsia
8
O'Hara, Maureen
8
Theissen, Erik
7
Lien, Da-hsiang Donald
6
Abergel, Frédéric
4
Andersen, Torben
4
Cartea, Álvaro
4
Easley, David
4
Grammig, Joachim
4
Ibikunle, Gbenga
4
Kyle, Albert S.
4
Menkveld, Albert J.
4
Ben Ammar, Imen
3
Cebiroglu, Gökhan
3
Chen, Jing
3
Frijns, Bart
3
Garvey, Ryan
3
Hautsch, Nikolaus
3
Hellara, Slaheddine
3
Horst, Ulrich
3
Indriawan, Ivan
3
Jaimungal, Sebastian
3
Kallinterakis, Vasileios
3
Kryzanowski, Lawrence
3
Nolte, Ingmar
3
Obižaeva, Anna
3
Pani, Sudhanshu
3
Perlin, Marcelo Scherer
3
Storkenmaier, Andreas
3
Tayeh, Mohammad
3
Tourani Rad, Alireza
3
Westerhoff, Frank H.
3
Aktas, Osman Ulas
2
Alfonsi, Aurélien
2
Anderson, Hamish D.
2
Archakov, Ilya
2
Arjoon, Vaalmikki
2
Arumugam, Devika
2
Azhar Mohamad
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
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ECONIS (ZBW)
3
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
2
High-frequency lead-lag effects and cross-asset linkages : a multi-asset lagged adjustment model
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Peluso, Stefano
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 605-621
Persistent link: https://www.econbiz.de/10012588002
Saved in:
3
Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
;
Peluso, Stefano
;
Audrino, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10011327583
Saved in:
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