//--> //--> //-->
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
~person:"Andersen, Torben"
~subject:"Liquidität"
~subject:"Volatility"
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:"Electronic trading"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Liquidität
Volatility
Electronic trading
7
Elektronisches Handelssystem
7
Volatilität
7
Börsenkurs
5
Market microstructure
5
Marktmikrostruktur
5
Share price
5
Time series analysis
4
Zeitreihenanalyse
4
Handelsvolumen der Börse
3
Trading volume
3
Analysis of variance
2
Flash crash
2
Forecasting model
2
Functional Filtering
2
Futures
2
High-Frequency Data
2
High-frequency trading
2
Inference on Integrated Variance
2
Inference on Jumps
2
Integrated Quarticity
2
Order flow toxicity
2
Order imbalance
2
PIN
2
Prognoseverfahren
2
Robust Neighborhood Truncation Estimator
2
Robust statistics
2
Robustes Verfahren
2
Securities trading
2
Statistical distribution
2
Statistische Verteilung
2
VIX
2
VPIN
2
Varianzanalyse
2
Volatility forecasting
2
Wertpapierhandel
2
market microstructure
2
2008-2011
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
7
Author
All
Andersen, Torben
Riordan, Ryan
11
Moinas, Sophie
9
Napoletano, Mauro
9
Theissen, Erik
9
Foucault, Thierry
8
Hoffmann, Peter
8
Bellia, Mario
7
Brogaard, Jonathan
7
Cartea, Álvaro
7
Frino, Alex
7
Menkveld, Albert J.
7
O'Hara, Maureen
7
Hagströmer, Björn
6
McInish, Thomas H.
6
Aitken, Michael J.
5
Bondarenko, Oleg
5
Colliard, Jean-Edouard
5
Ibikunle, Gbenga
5
Jain, Pawan
5
Kirilenko, Andrei A.
5
Kyle, Albert S.
5
Mahmoodzadeh, Soheil
5
Pelizzon, Loriana
5
Biais, Bruno
4
Cumming, Douglas J.
4
Easley, David
4
Fagiolo, Giorgio
4
Frijns, Bart
4
Gerig, Austin
4
Hautsch, Nikolaus
4
Kalev, Petko S.
4
Leal, Sandrine Jacob
4
Penalva, José
4
Roventini, Andrea
4
Rzayev, Khaladdin
4
Sensoy, Ahmet
4
Subrahmanyam, Marti G.
4
Uno, Jun
4
Van Vliet, Benjamin
4
more ...
less ...
Published in...
All
Journal of financial markets
2
CEFIR and NES working papers
1
Econometric theory
1
International finance discussion papers
1
Journal of financial econometrics
1
NES working paper series : working paper
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
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
Saved in:
3
Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2016
Persistent link: https://www.econbiz.de/10011633490
Saved in:
4
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
Saved in:
5
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
6
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
7
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->