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  • Search: subject:"Trading processes"
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Year of publication
Subject
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trading processes 8 DCC-GARCH 6 copula 5 liquidity risk 5 multiplicative error model 5 Handelsvolumen der Börse 3 Marktliquidität 3 Theorie 3 Wertpapierhandel 3 Adaptive behavior 2 Computable Economics 2 Market liquidity 2 Multivariate Analyse 2 Securities trading 2 Theory 2 Trading volume 2 market networks 2 temporal perspective 2 time horizon 2 Correlation 1 Gaussian domain 1 Kopula (Mathematik) 1 Korrelation 1 Liquidity risk 1 Multiplicative error model 1 Multivariate Verteilung 1 Multivariate analysis 1 Multivariate distribution 1 Trading processes 1 USA 1 agent 1 business company 1 decision support 1 multi-agent systems 1 negotiation 1 system modeling 1
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Online availability
All
Free 5 Undetermined 1
Type of publication
All
Book / Working Paper 7 Article 2
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
All
Undetermined 5 English 4
Author
All
Bodnar, Taras 6 Hautsch, Nikolaus 6 Leijonhufvud, Axel 2 SPIŠÁK, Marek 1 ŠPERKA, Roman 1
Institution
All
Center for Computable Economics, Department of Economics 2 Center for Financial Studies 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
Working Papers / Center for Computable Economics, Department of Economics 2 CFS Working Paper 1 CFS Working Paper Series 1 CFS working paper series 1 Journal of Applied Economic Sciences Quarterly 1 Journal of empirical finance 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
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Source
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RePEc 5 ECONIS (ZBW) 2 EconStor 2
Showing 1 - 9 of 9
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Copula-based dynamic conditional correlation multiplicative error processes
Bodnar, Taras; Hautsch, Nikolaus - 2013
-varying conditional (co-)variances in trading processes supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10010201171
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Copula-based dynamic conditional correlation multiplicative error processes
Bodnar, Taras; Hautsch, Nikolaus - 2013
-varying conditional (co-)variances in trading processes supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10010326710
Saved in:
Cover Image
Copula-based dynamic conditional correlation multiplicative error processes
Bodnar, Taras; Hautsch, Nikolaus - Center for Financial Studies - 2013
-varying conditional (co-)variances in trading processes supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10010958506
Saved in:
Cover Image
Copula-based dynamic conditional correlation multiplicative error processes
Bodnar, Taras; Hautsch, Nikolaus - 2012
-varying conditional (co-)variances in trading processes supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10010318750
Saved in:
Cover Image
Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
Bodnar, Taras; Hautsch, Nikolaus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2012
-varying conditional (co-)variances in trading processes supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10011277292
Saved in:
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Dynamic conditional correlation multiplicative error processes
Bodnar, Taras; Hautsch, Nikolaus - In: Journal of empirical finance 36 (2016), pp. 41-67
Persistent link: https://www.econbiz.de/10011662746
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FIRST STEPS OF JAVA-BASED SIMULATION FOR DECISION SUPPORT SYSTEM OF BUSINESS COMPANIES
ŠPERKA, Roman; SPIŠÁK, Marek - In: Journal of Applied Economic Sciences Quarterly VIII (2013) 3, pp. 381-387
The motivation of this paper was to model and to implement an innovative approach to simulate the trading processes of … participating in the trading processes, and the production function. Finaly, the simulation results and their validation are … described. To conclude, the proposed approach to the simulation of trading processes in an agent-based model could properly …
Persistent link: https://www.econbiz.de/10010897987
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Adaptive Behavior, Market Processes and the Computable Approach
Leijonhufvud, Axel - Center for Computable Economics, Department of Economics
interaction. The modelling of trading processes raises a number of problems relating to the treatment of time in economic theory …
Persistent link: https://www.econbiz.de/10005260480
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Adaptive Behavior, Market Processes and the Computable Approach
Leijonhufvud, Axel - Center for Computable Economics, Department of Economics
interactions. The modelling of trading processes raises a number of problems relating to the treatment of time in economic theory …
Persistent link: https://www.econbiz.de/10005794821
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