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~isPartOf:"Journal of empirical finance"
~subject:"Securities trading"
~subject:"Volatilität"
~subject:"Zinsderivat"
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Securities trading
Volatilität
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Hautsch, Nikolaus
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Groß-Klußmann, Axel
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Härdle, Wolfgang
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Mihoci, Andrija
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Journal of empirical finance
SFB 649 discussion paper
18
CFS working paper series
15
SFB 649 Discussion Paper
9
CFS Working Paper
6
CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Applied quantitative finance
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Corporate Finance Seminar - Veröffentlichungen
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Discussion Paper No. 06/2002
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European finance review : the official journal of the European Finance Association
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Journal of applied econometrics
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Journal of econometrics
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Journal of financial econometrics
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Journal of financial economics
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Market microstructure and liquidity
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Nr. 11-07
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
2
When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
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