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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial markets"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Andersen, Torben"
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Prognoseverfahren
Aktienmarkt
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Börsenkurs
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Electronic trading
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Elektronisches Handelssystem
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Estimation
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Flash crash
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Forecasting model
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Handelsvolumen der Börse
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Market microstructure
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Marktmikrostruktur
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Order flow toxicity
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PIN
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Schätzung
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Securities trading
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Share price
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VIX
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VPIN
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Andersen, Torben
Gupta, Rangan
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Dai, Zhifeng
5
Pierdzioch, Christian
4
Long, Huaigang
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Nonejad, Nima
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Zaremba, Adam
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Jiang, Yuexiang
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Narayan, Paresh Kumar
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Wohar, Mark E.
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Ang, Tze Chuan
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Journal of financial markets
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International economic review
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Symposium on forecasting and empirical methods in macroeconomics and finance
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Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
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