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~isPartOf:"Journal of banking & finance"
~person:"Jondeau, Eric"
~subject:"Financial market"
~subject:"Noise trading"
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Noise trading
Börsenkurs
1
Estimation
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Estimation theory
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Jumps
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Kalman filter
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Market microstructure
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Marktmikrostruktur
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Microstructure model
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Noise
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Noise Trading
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Particle filter
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Schätztheorie
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Schätzung
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State space model
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Jondeau, Eric
Aabo, Tom
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Beine, Michel
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Journal of banking & finance
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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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