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  • Search: subject:"Cross-asset trading"
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Year of publication
Subject
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Asynchronous trading 1 Börsenkurs 1 Capital income 1 Causality analysis 1 Constant-Elasticity-of-Variance (CEV) Diffusion 1 Cross-Asset Trading of Credit Risk 1 Cross-asset trading 1 Electronic trading 1 Elektronisches Handelssystem 1 Granger causality 1 Kapitaleinkommen 1 Kausalanalyse 1 Lag model 1 Lag-Modell 1 Market microstructure 1 Marktmikrostruktur 1 Microstructure noise 1 Noise Trading 1 Noise trading 1 Price discovery 1 Securities trading 1 Share price 1 Wertpapierhandel 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Buccheri, Giuseppe 1 Campi, L. 1 Corsi, Fulvio 1 Peluso, Stefano 1 Sbuelz, A. 1
Institution
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Tilburg University, Center for Economic Research 1
Published in...
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Discussion Paper / Tilburg University, Center for Economic Research 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
High-frequency lead-lag effects and cross-asset linkages : a multi-asset lagged adjustment model
Buccheri, Giuseppe; Corsi, Fulvio; Peluso, Stefano - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 605-621
Persistent link: https://www.econbiz.de/10012588002
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Cover Image
Close-Form Pricing of Benchmark Equity Default Swaps Under the CEV Assumption
Campi, L.; Sbuelz, A. - Tilburg University, Center for Economic Research - 2005
pricing result, we provide closedform values that give an analytic contribution to the viability of cross-asset trading …
Persistent link: https://www.econbiz.de/10011090550
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