//--> //--> //--> //-->
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
~subject:"Volatilität"
~accessRights:"restricted"
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:"Mikrostrukturanalyse"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Market microstructure
676
Marktmikrostruktur
676
Börsenkurs
303
Share price
303
Securities trading
291
Wertpapierhandel
291
Theorie
238
Theory
238
Volatility
183
Bid-ask spread
131
Geld-Brief-Spanne
131
Estimation
124
Schätzung
124
Aktienmarkt
116
Electronic trading
116
Elektronisches Handelssystem
116
Liquidity
114
Stock market
114
Börse
97
Bourse
96
Liquidität
84
Financial market
83
Finanzmarkt
83
Anlageverhalten
81
Behavioural finance
81
Asymmetric information
79
Asymmetrische Information
79
Handelsvolumen der Börse
73
Trading volume
73
Market liquidity
72
Marktliquidität
70
Capital income
69
Kapitaleinkommen
69
Noise Trading
68
Noise trading
68
market microstructure
60
Devisenmarkt
59
Foreign exchange market
59
Time series analysis
57
more ...
less ...
Online availability
All
Undetermined
Free
205
Type of publication
All
Article
179
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
175
Aufsatz in Zeitschrift
175
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
3
Book section
3
Conference paper
2
Konferenzbeitrag
2
more ...
less ...
Language
All
English
183
Author
All
Li, Yingying
6
Mykland, Per A.
5
Bollerslev, Tim
4
Liu, Zhi
4
Potiron, Yoann
4
Andersen, Torben
3
Ben Ammar, Imen
3
Cartea, Álvaro
3
Chen, Jing
3
Christensen, Kim
3
Clinet, Simon
3
Hautsch, Nikolaus
3
Hellara, Slaheddine
3
Hounyo, Ulrich
3
Inci, Ahmet Can
3
Kitamura, Yoshihiro
3
Kyle, Albert S.
3
Nolte, Ingmar
3
Obižaeva, Anna
3
Rosenbaum, Mathieu
3
Ryu, Doojin
3
Sensoy, Ahmet
3
Yang, Heejin
3
Zhang, Lan
3
Zheng, Xinghua
3
Anifowose Daniel Abolaji
2
Archakov, Ilya
2
Arjoon, Vaalmikki
2
Aït-Sahalia, Yacine
2
Bibinger, Markus
2
Gradojevic, Nikola
2
Hwang, Eunju
2
Izlin Ismail
2
Jacod, Jean
2
Jiang, George J.
2
Jondeau, Eric
2
Lahaye, Jérôme
2
Li, Yifan
2
Lillo, Fabrizio
2
Liu, Guangying
2
more ...
less ...
Published in...
All
Journal of econometrics
29
Finance research letters
8
Quantitative finance
7
Research in international business and finance
6
Economic modelling
5
Journal of banking & finance
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economics letters
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial markets
4
Journal of international financial markets, institutions & money
4
Market microstructure and liquidity
4
Pacific-Basin finance journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance and stochastics
3
Journal of empirical finance
3
Journal of international money and finance
3
Journal of economic behavior & organization : JEBO
2
Journal of financial econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Studies in economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American journal of agricultural economics
1
Application of operations research to financial markets
1
Applied economics
1
Applied economics letters
1
Applied mathematical finance
1
Applied quantitative finance
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Asian economic journal : journal of the East Asian Economic Association
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Digital Designs for Money, Markets, and Social Dilemmas
1
Econometric theory
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
183
Showing
1
-
10
of
183
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
2
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
5
Intraday analysis of regulation change in microstructure : evidence from an emerging market
Kadioglu, Eyup
- In:
International journal of emerging markets
18
(
2023
)
5
,
pp. 1216-1235
Persistent link: https://www.econbiz.de/10014333628
Saved in:
6
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Saved in:
7
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
8
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
9
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
10
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->