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~person:"Grammig, Joachim"
~person:"Nolte, Ingmar"
~person:"Reitz, Stefan"
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Search: subject:"market microstructure"
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Market microstructure
61
Marktmikrostruktur
55
Theorie
27
Schätzung
25
Theory
24
market microstructure
23
Estimation
22
Devisenmarkt
20
Deutschland
18
Foreign exchange market
16
Germany
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Securities trading
15
Volatility
15
Volatilität
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Electronic trading
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9
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Bourse
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Handelsvolumen der Börse
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Trading volume
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Zeitreihenanalyse
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foreign exchange
8
ARCH model
7
ARCH-Modell
7
Dauer
7
Duration
7
Exchange rate policy
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Time series analysis
7
pricing behavior
7
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40
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53
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32
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23
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English
72
Undetermined
8
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Grammig, Joachim
Nolte, Ingmar
Reitz, Stefan
Rime, Dagfinn
55
Hautsch, Nikolaus
44
Theissen, Erik
42
Kyle, Albert S.
35
Menkhoff, Lukas
31
O'Hara, Maureen
31
Taylor, Mark P.
30
Podolskij, Mark
29
Mykland, Per A.
28
Evans, Martin D. D.
21
Obizhaeva, Anna A.
21
Diebold, Francis X.
20
Foucault, Thierry
20
Menkveld, Albert J.
20
Christensen, Kim
19
Easley, David
19
Biais, Bruno
18
Cheung, Yin-Wong
18
Frino, Alex
18
Horst, Ulrich
18
Bollerslev, Tim
17
Lyons, Richard K.
17
Næs, Randi
17
Zhang, Lan
17
Cont, Rama
16
Li, Yingying
16
Loretan, Mico
16
Obižaeva, Anna
16
Osler, Carol
16
Aït-Sahalia, Yacine
15
Linton, Oliver
15
Lux, Thomas
15
Schwartz, Robert A.
15
Skjeltorp, Johannes A.
15
Fleming, Michael J.
14
Large, Jeremy
14
Lillo, Fabrizio
14
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Deutsche Bundesbank
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
School of Economics and Management, University of Aarhus
2
Bonn Graduate School of Economics
1
Institut für Weltwirtschaft (IfW)
1
School of Economics and Political Science, Universität St. Gallen
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of Bonn, Germany
1
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1
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
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Discussion Paper Series 1
4
Discussion Paper Series 1: Economic Studies
4
Discussion paper / Deutsche Bundesbank
4
The European journal of finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Kiel Working Paper
3
Kiel working paper
3
Applied economics
2
Bundesbank Series 1 Discussion Paper
2
CREATES Research Papers
2
CoFE Discussion Paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Ensaios econômicos
2
Journal of financial econometrics
2
Working paper / Centre for Financial Research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied Economics
1
Bonn Econ Discussion Papers
1
Bonn Econ Discussion Papers / BGSE
1
CFS working paper series
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
CREATES research paper
1
Computing in Economics and Finance 2006
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers / UCL, Département des Sciences Economiques
1
Discussion papers of interdisciplinary research project 373
1
Empirical Economics
1
European economic review : EER
1
Financial Markets and Portfolio Management
1
Financial markets and portfolio management
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
International Economics and Economic Policy
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of evolutionary economics : JEE
1
Journal of financial markets
1
Kiel Working Papers
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MPRA Paper
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ECONIS (ZBW)
55
RePEc
17
EconStor
10
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71
Liquidity supply and adverse selection in a pure limit order book market
Frey, Stefan
;
Grammig, Joachim
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 1007-1033
Persistent link: https://www.econbiz.de/10003233832
Saved in:
72
Excess volatility and herding in an artificial financial market : analytical approach and estimation
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
- In:
Funktionsfähigkeit und Stabilität von Finanzmärkten …
,
(pp. 241-259)
.
2005
Persistent link: https://www.econbiz.de/10003249990
Saved in:
73
Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
Grammig, Joachim
;
Theissen, Erik
-
School of Economics and Political Science, Universität …
-
2003
probability of informed trading and that has subsequently been used to address a wide range of issues in
market
microstructure
…
Persistent link: https://www.econbiz.de/10005200671
Saved in:
74
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
75
Simultaneous modeling of price processes and transaction intensities
Grammig, Joachim
;
Hujer, Reinhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10001650465
Saved in:
76
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
77
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
78
Informationsbasierter Aktienhandel über IBIS
Grammig, Joachim
;
Schiereck, Dirk
;
Theissen, Erik
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
7
,
pp. 619-642
Persistent link: https://www.econbiz.de/10001525670
Saved in:
79
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim
;
Maurer, Kai-Oliver
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
Saved in:
80
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim
;
Maurer, Kai-Oliver
-
1999
Persistent link: https://www.econbiz.de/10001404960
Saved in:
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