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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~language:"eng"
~type:"article"
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Market microstructure
2
Marktmikrostruktur
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Noise Trading
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Noise trading
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Börsenkurs
1
Enlargement of filtrations
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Equilibrium
1
Equilibrium theory
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Estimation theory
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Fourier methods
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Gleichgewichtstheorie
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High-frequency
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Insider trading
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Insiderhandel
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Kyle model
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Microstructure noise
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Schätztheorie
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Share price
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Stochastic control
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Barbachan, José Santiago Fajardo
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Corcuera, José Manuel
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Di Nunno, Giulia
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Jacod, Jean
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of econometrics
29
The review of financial studies
13
International review of economics & finance : IREF
12
Journal of banking & finance
12
Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Finance research letters
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International review of financial analysis
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
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Econometric theory
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Economics letters
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The economic journal : the journal of the Royal Economic Society
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China finance review international
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
2
Kyle equilibrium under random price pressure
Corcuera, José Manuel
;
Di Nunno, Giulia
;
Barbachan, …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012065175
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