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~isPartOf:"Journal of financial econometrics"
~person:"Grammig, Joachim"
~person:"Nolte, Ingmar"
~person:"Reitz, Stefan"
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Börsenkurs
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Market microstructure
2
Marktmikrostruktur
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Share price
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Volatility
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Volatilität
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high-frequency data
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Grammig, Joachim
Nolte, Ingmar
Reitz, Stefan
Taylor, Stephen
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Journal of financial econometrics
Discussion Paper Series 1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European economic review : EER
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
2
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
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