//--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
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:"Mikrostrukturanalyse"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Market microstructure
19
Marktmikrostruktur
19
Estimation theory
10
Schätztheorie
10
Noise Trading
8
Noise trading
8
Theorie
8
Theory
8
Volatility
8
Volatilität
8
Estimation
7
Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Securities trading
4
Wertpapierhandel
4
Analysis of variance
3
Börsenkurs
3
Capital income
3
Correlation
3
Kapitaleinkommen
3
Korrelation
3
Share price
3
Varianzanalyse
3
microstructure noise
3
ARCH model
2
Handelsvolumen der Börse
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
State space model
2
Trading volume
2
Zustandsraummodell
2
high frequency data
2
market microstructure
2
market microstructure noise
2
realized kernel
2
Adverse Selektion
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hautsch, Nikolaus
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Usami, Takashi
1
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Ensaios econômicos
2
Global COE Hi-Stat discussion paper series
2
Quantitative finance
2
Annals of finance
1
Central European journal of economic modelling and econometrics
1
CoFE discussion papers
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Document de travail
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics letters
1
Emerging markets review
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Equilibrium : quarterly journal of economics and economic policy
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
IMES discussion paper series / Englische Ausgabe
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Nouvelle série
1
Pacific-Basin finance journal
1
Review of behavioral finance : RBF
1
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
1
Studies in economics and finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
Umeå economic studies
1
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
2
Assessing the risk of liquidity suppliers on the basis of excess demand intensities
Hautsch, Nikolaus
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 189-215
Persistent link: https://www.econbiz.de/10002214097
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->