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~person:"Menkhoff, Lukas"
~person:"Cont, Rama"
~subject:"Volatilität"
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Menkhoff, Lukas
Cont, Rama
Kyle, Albert S.
22
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15
Mykland, Per A.
14
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12
Li, Yingying
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Long memory in economics : with 50 tables
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Automating exchange rate target zones : intervention via an electronic limit order book
Melvin, Michael
(
contributor
);
Menkhoff, Lukas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003641673
Saved in:
2
Order flows, news, and exchange rate volatility
Frömmel, Michael
;
Mende, Alexander
;
Menkhoff, Lukas
- In:
Journal of international money and finance
27
(
2008
)
6
,
pp. 994-1012
Persistent link: https://www.econbiz.de/10003758313
Saved in:
3
Order flows, news, and exchange rate volatility
Frömmel, Michael
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003530751
Saved in:
4
Volatility clustering in financial markets : empirical facts and agent-based models
Cont, Rama
- In:
Long memory in economics : with 50 tables
,
(pp. 289-309)
.
2006
Persistent link: https://www.econbiz.de/10003375648
Saved in:
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