//--> //--> //-->
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:"Hall, Anthony D."
~subject:"Securities trading"
~subject:"Volatilität"
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: person:"Hautsch, Nikolaus"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Securities trading
Volatilität
Australia
4
Australien
4
Wertpapierhandel
4
bivariate autoregressive intensity model
3
buy and sell arrival process
3
market depth
3
order book information
3
Bid-ask spread
2
Geld-Brief-Spanne
2
Theorie
2
Theory
2
buy-sell excess intensity
2
ARCH model
1
ARCH-Modell
1
Estimation
1
Schätzung
1
Volatility
1
buy-sell exces intensity
1
multivariate intensity
1
open limit order book
1
order aggressiveness
1
order book dynamics
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Hall, Anthony D.
Hautsch, Nikolaus
102
Hess, Dieter
13
Ou, Yangguoyi
11
Huang, Ruihong
9
Härdle, Wolfgang
8
Veredas, David
8
Groß-Klußmann, Axel
7
Gerhard, Frank
6
Malec, Peter
6
Cebiroglu, Gökhan
5
Jeleskovic, Vahidin
4
Kyj, Lada M.
4
Pigorsch, Uta
4
Yang, Fuyu
4
Andersen, Torben
3
Bibinger, Markus
3
Hess, Dieter E.
3
Horst, Ulrich
3
Mihoci, Andrija
3
Reiß, Markus
3
Archakov, Ilya
2
Horvath, Akos
2
Bayer, Xandro
1
Bodnar, Taras
1
Brownlees, Christian
1
Cebirogly, Gökhan
1
Chavez-Demoulin, Valérie
1
Conrad, Christian
1
Grund, Leon
1
Härdle, Wolfgang Karl
1
Kyj, Lada. M.
1
Li, Yifan
1
Manh Cuong Pham
1
Nasekin, Sergey
1
Noe, Michael
1
Nolte, Ingmar
1
Okhrin, Ostap
1
Oomen, Roel C.A.
1
Overbeck, Ludger
1
more ...
less ...
Institution
All
Københavns Universitet / Økonomisk Institut
1
Published in...
All
Discussion papers / Department of Economics, University of Copenhagen
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of financial markets
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A continuous-time measurement of the buy-sell pressure in a limit order book market
Hall, Anthony D.
;
Hautsch, Nikolaus
-
2004
Persistent link: https://www.econbiz.de/10002253924
Saved in:
2
Modelling the buy and sell intensity in a limit order book market
Hall, Anthony D.
;
Hautsch, Nikolaus
- In:
Journal of financial markets
10
(
2007
)
3
,
pp. 249-286
Persistent link: https://www.econbiz.de/10003612991
Saved in:
3
Order aggressiveness and order book dynamics
Hall, Anthony D.
;
Hautsch, Nikolaus
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 973-1005
Persistent link: https://www.econbiz.de/10003233831
Saved in:
4
A continuous-time measurement of the buy-sell pressure in a limit order book market
Hall, Anthony D.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001984297
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->