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  • Search: subject:"Trading Activity Datasets"
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Year of publication
Subject
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Trading Activity Datasets 3 Anlageverhalten 2 Behavioral Finance 2 Efficient Importance Sampling 2 Latent Factors 2 Panel Intensity Models 2 Dauer 1 Devisenhandel 1 Financial Econometrics 1 Finanzwirtschaft 1 High-Frequency Finance 1 Massendaten 1 Multivariate Analyse 1 Panel 1 Stochastischer Prozess 1 Theorie 1 Trading Behavior 1 Ökonometrie 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Thesis 1 Working Paper 1
Language
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English 3
Author
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Nolte, Ingmar 3 Voev, Valeri 2
Institution
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Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
Published in...
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CoFE Discussion Paper 2
Source
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BASE 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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Three Essays on High Frequency Financial Econometrics and Individual Trading Behavior
Nolte, Ingmar - 2008
estimation procedures lie at the forefront of current research in financial econometrics.Trading activity datasets which describe … information which can be made available to the financial econometrician. The analysis of such trading activity datasets requires … complex trading activity datasets. Herein, three stand-alone papers address different aspects of individual trading behavior …
Persistent link: https://www.econbiz.de/10009471665
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Cover Image
Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market
Nolte, Ingmar; Voev, Valeri - 2007
basis of trading activity datasets, which are characterized by four dimensions: an irregularly-spaced time scale, trading …
Persistent link: https://www.econbiz.de/10010266949
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Cover Image
Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤
Nolte, Ingmar; Voev, Valeri - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2007
basis of trading activity datasets, which are characterized by four dimensions: an irregularly-spaced time scale, trading …
Persistent link: https://www.econbiz.de/10005146728
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