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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Börsenkurs
2
Market microstructure
2
Noise Trading
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Noise trading
2
Share price
2
Electric power industry
1
Electricity intraday prices
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Electricity price
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Elektrizitätswirtschaft
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Hawkes processes
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Markov chain
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Markov renewal process
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Markov-Kette
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Microstructure noise
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Theorie
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Deschatre, Thomas
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Fodra, Pietro
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Gruet, Pierre
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Pham, Huyên
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Applied mathematical finance
Journal of econometrics
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
CFS working paper series
4
Economic modelling
4
Quantitative finance
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finmap working paper
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Journal of empirical finance
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Journal of financial economics
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NBER working paper series
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Pacific-Basin finance journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
The review of economic studies
2
24th Australasian Finance and Banking Conference 2011 Paper
1
American journal of agricultural economics
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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CAFE Research Paper
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ERIM Report Series Reference
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Econometric analysis of financial and economic time series ; part a
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Electricity intraday price modelling with marked Hawkes processes
Deschatre, Thomas
;
Gruet, Pierre
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 227-260
Persistent link: https://www.econbiz.de/10014291942
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2
Semi-Markov model for market microstructure
Fodra, Pietro
;
Pham, Huyên
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 261-265
Persistent link: https://www.econbiz.de/10011436207
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