//--> //--> //-->
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
subject:"futures contract"
~person:"Andersen, Torben"
~subject:"Volatility"
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:"Futures contract"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
futures contract
Volatility
Futures
4
Volatilität
4
USA
3
United States
3
1990-2002
2
Capital income
2
Currency derivative
2
Electronic trading
2
Elektronisches Handelssystem
2
Forecasting model
2
Handelsvolumen der Börse
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Prognoseverfahren
2
Theorie
2
Theory
2
Time series analysis
2
Trading volume
2
Währungsderivat
2
Zeitreihenanalyse
2
2008-2011
1
Bid-ask spread
1
Geld-Brief-Spanne
1
high-frequency trad-ing
1
intraday patterns
1
invariance
1
liquidity
1
market microstructure
1
time series
1
volatility
1
volume
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Andersen, Torben
McAleer, Michael
20
Chang, Chia-Lin
14
Pesaran, M. Hashem
8
Dew-Becker, Ian
6
Giglio, Stefano
6
Kelly, Bryan T.
6
Shi, Weihua
5
Asai, Manabu
4
Lai, Yu-Sheng
4
Lee, Hsiang-Tai
4
Pesaran, Bahram
4
Roache, Shaun K.
4
Schleicher, Christoph
4
Sinclair, Euan
4
Webb, Robert I.
4
Zaffaroni, Paolo
4
Bollerslev, Tim
3
Bondarenko, Oleg
3
Diebold, Francis X.
3
Irwin, Scott H.
3
Kyle, Albert S.
3
Lee, Cheng-Few
3
Muthuswamy, Jayaram
3
Pradhan, Kailash Chandra
3
Roth, Randolf
3
Schlepper, Kathi
3
Segara, Reuben
3
Shephard, Neil G.
3
Sheppard, Kevin
3
Wang, Chien-Hsun
3
Wang, Yu-Ann
3
Andersen, Torben G.
2
Bangsgaard, Christine
2
Björk, Tomas
2
Blix, Magnus
2
Cheng, Ing-Haw
2
Drimbetas, Evangelos
2
Garcia, Philip
2
Good, Darrel L.
2
more ...
less ...
Published in...
All
CEFIR and NES working papers
1
NES working paper series : working paper
1
The review of economics and statistics
1
Working papers / Financial Institutions Center
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
2
Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2016
Persistent link: https://www.econbiz.de/10011633490
Saved in:
3
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
4
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->