//--> //--> //-->
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
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"The journal of futures markets"
~type_genre:"Article in journal"
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:"Noise trading"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Noise Trading
9
Noise trading
9
Börsenkurs
4
Share price
4
Volatility
4
Volatilität
4
Market microstructure
3
Marktmikrostruktur
3
Theorie
3
Theory
3
Estimation theory
2
Schätztheorie
2
USA
2
United States
2
high frequency data
2
1980-2005
1
2004
1
2010-2011
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Bacry-Delattre-Hoffmann-Muzy Model
1
Bubbles
1
Confidence set
1
Core
1
Correlation
1
Derivat
1
Derivative
1
Electric power industry
1
Electronic trading
1
Elektrizitätswirtschaft
1
Elektronisches Handelssystem
1
Estimation
1
Europa
1
Europe
1
Futures
1
Großbritannien
1
Handelsvolumen der Börse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Andani, A.
1
Barndorff-Nielsen, Ole E.
1
Chen, Zhiyao
1
Daigler, Robert T.
1
Doblas-Madrid, Antonio
1
Fonseca, José da
1
Hansen, Peter Reinhard
1
Holmes, Philip
1
Jacod, Jean
1
Lafuente, J. A.
1
Li, Jia
1
Li, Jinliang
1
Li, Yingying
1
Lunde, Asger
1
Novales, Alfonso
1
Shephard, Neil G.
1
Tomsett, Mark
1
Zaatour, Riadh
1
Zheng, Xinghua
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
The journal of futures markets
Journal of econometrics
29
International review of economics & finance : IREF
12
Journal of banking & finance
12
The review of financial studies
12
Economic modelling
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Finance research letters
9
Journal of financial economics
9
Pacific-Basin finance journal
9
The journal of finance : the journal of the American Finance Association
9
International review of financial analysis
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Review of quantitative finance and accounting
7
Journal of financial markets
6
Applied economics letters
5
Econometric reviews
5
International journal of theoretical and applied finance
5
Quantitative finance
5
The review of economic studies
5
Journal of international money and finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Economics letters
3
Finance and stochastics
3
Journal of economic dynamics & control
3
Journal of economic theory
3
Journal of empirical finance
3
The economic journal : the journal of the Royal Economic Society
3
The journal of real estate finance and economics
3
Applied mathematical finance
2
China finance review international
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Econometric theory
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European financial management : the journal of the European Financial Management Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
2
Correlation and lead-lag relationships in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 260-285
Persistent link: https://www.econbiz.de/10011669809
Saved in:
3
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
4
A robust model of bubbles with multidimensional uncertainty
Doblas-Madrid, Antonio
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 1845-1893
Persistent link: https://www.econbiz.de/10009665484
Saved in:
5
Cash trading and index futures price volatility
Li, Jinliang
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 465-486
Persistent link: https://www.econbiz.de/10009009223
Saved in:
6
Liquidity and hedging effectiveness under futures mispricing : international evidence
Andani, A.
;
Lafuente, J. A.
;
Novales, Alfonso
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1050-1066
Persistent link: https://www.econbiz.de/10003900969
Saved in:
7
An examination of the complementary volume-volatility information theories
Chen, Zhiyao
;
Daigler, Robert T.
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 963-992
Persistent link: https://www.econbiz.de/10003769899
Saved in:
8
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
9
Information and noise in U.K. futures markets
Holmes, Philip
;
Tomsett, Mark
- In:
The journal of futures markets
24
(
2004
)
8
,
pp. 711-731
Persistent link: https://www.econbiz.de/10002138805
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->