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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Türkiye Cumhuriyet Merkez Bankası"
~subject:"Marktmikrostruktur"
~subject:"Volatilität"
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Marktmikrostruktur
Volatilität
Market microstructure
3
Asymmetric information
1
Asymmetrische Information
1
Bias
1
Core
1
Dispersion ofBeliefs Hypothesis (DBH)
1
Emerging economies
1
Estimation
1
Estimation theory
1
FX Microstructure
1
Handelsvolumen der Börse
1
Mixture of DistributionHypothesis (MDH)
1
Noise Trading
1
Noise trading
1
Option trading
1
Optionsgeschäft
1
Schwellenländer
1
Schätztheorie
1
Schätzung
1
Sequential Information Arrival Hypothesis (SIAH)
1
Systematischer Fehler
1
Trading volume
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Volatility
1
Volume-Volatility Nexus
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
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Working Paper
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English
3
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Barndorff-Nielsen, Ole E.
1
Frino, Alex
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Mollica, Vito
1
Serdengeçti, Süleyman
1
Shephard, Neil G.
1
Walter, Terry S.
1
Şensoya, Ahmet
1
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Centre for Analytical Finance <Århus>
Türkiye Cumhuriyet Merkez Bankası
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Center for Economic Research <Tilburg>
3
Universitetet i Oslo / Økonomisk institutt
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
De Gruyter Oldenbourg
2
Eberhard Karls Universität Tübingen
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Georgetown University / Economics Department
2
New York Stock Exchange
2
Svenska Handelshögskolan <Helsinki>
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Mannheim
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Books on Demand GmbH <Norderstedt>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Europa-Universität Viadrina Frankfurt (Oder)
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
Handelshøyskolen BI
1
Humboldt-Universität zu Berlin
1
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
1
Judge Institute of Management Studies
1
Loughborough University / Department of Economics
1
Nationalekonomiska Institutionen <Göteborg>
1
Nuffield College
1
Olsen & Associates <Zürich> / Research Group
1
Oxford Financial Research Centre
1
Princeton University / International Economics Section
1
Rodney L. White Center for Financial Research
1
Symposium on Market Microstructure <1990, Santa Barbara, Calif.>
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of British Columbia / Finance Division
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working paper / Türkiye Cumhuriyet Merkez Bankası
1
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ECONIS (ZBW)
3
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1
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Serdengeçti, Süleyman
;
Şensoya, Ahmet
-
Türkiye Cumhuriyet Merkez Bankası
-
2019
Persistent link: https://www.econbiz.de/10012110236
Saved in:
2
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
3
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
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