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~person:"Gerhard, Frank"
~subject:"Information behaviour"
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Information behaviour
Börsenkurs
7
Deutschland
7
Estimation
7
Germany
7
Interest rate derivative
7
Schätzung
7
Share price
7
Zinsderivat
7
Theorie
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Theory
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Market microstructure
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Marktmikrostruktur
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Efficient market hypothesis
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Effizienzmarkthypothese
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Handelsvolumen der Börse
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Securities trading
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Trading volume
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Wertpapierhandel
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ARMA model
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ARMA-Modell
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Dauer
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Duration
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Econometric model
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Financial market
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Finanzmarkt
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Informationsverhalten
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Microeconometrics
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Mikrostrukturtheorie <Kapitalmarkttheorie>
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Mikroökonometrie
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Preisbildung
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Probit model
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Probit-Modell
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Volatility estimation
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grouped proportional hazard model
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high-frequency data
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Gerhard, Frank
Hautsch, Nikolaus
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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ECONIS (ZBW)
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Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
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2000
Persistent link: https://www.econbiz.de/10013436039
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