//--> //--> //-->
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
type_genre:"Übersichtsarbeit"
~person:"Cifarelli, Giulio"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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:"Asset pricing model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
CAPM
2
Devisenmarkt
2
Estimation
2
Exchange rate
2
Foreign exchange market
2
Schätzung
2
Theorie
2
Theory
2
Volatility
2
Wechselkurs
2
foreign exchange market
2
heterogeneous beliefs
2
high frequency data
2
market making
2
ARCH model
1
ARCH-Modell
1
Asset pricing model
1
GARCH
1
Market microstructure
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Marktmikrostruktur
1
SVAR
1
SVAR-GARCH
1
asset pricing model
1
heteroskedasticity
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Übersichtsarbeit
Arbeitspapier
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Cifarelli, Giulio
Adam, Klaus
5
Marcet, Albert
5
Nicolini, Juan Pablo
5
Platen, Eckhard
3
Bargigli, Leonardo
2
Brumm, Johannes
2
Grill, Michael
2
Kubler, Felix
2
Schmedders, Karl
2
Aizenman, Joshua
1
Atmaz, Adem
1
Aït-Sahalia, Yacine
1
Bartholdy, Jan
1
Baumeister, Christiane
1
Başak, Suleyman
1
Benczúr, Péter
1
Billio, Monica
1
Bordalo, Pedro
1
Caporin, Massimiliano
1
Cochrane, John H.
1
Cong, Lin William
1
Donini, Alessandra
1
Drechsler, Itamar
1
Dupont, Dominique
1
Estola, Matti
1
Gabaix, Xavier
1
Gennaioli, Nicola
1
Ghysels, Eric
1
Guidolin, Massimo
1
Hokkanen, Veli-Matti
1
Horst, Ulrich
1
Hugonnier, Julien
1
Ilomäki, Jukka
1
Koijen, Ralph S. J.
1
Krutchenko, R. N.
1
Kupper, Michael
1
La Porta, Rafael
1
Laurila, Hannu
1
Li, Ye
1
more ...
less ...
Published in...
All
Working papers : working paper
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data
Bargigli, Leonardo
;
Cifarelli, Giulio
-
2020
Persistent link: https://www.econbiz.de/10012211762
Saved in:
2
Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo
;
Cifarelli, Giulio
-
2020
Persistent link: https://www.econbiz.de/10012517831
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->