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isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
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Market microstructure
5
Marktmikrostruktur
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Deutschland
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Estimation
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Germany
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Schätzung
4
Theorie
4
Theory
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Microeconometrics
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Mikroökonometrie
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Zinsderivat
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Informationsverhalten
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Hautsch, Nikolaus
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Gerhard, Frank
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Pohlmeier, Winfried
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Kohlmann, Michael
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Zhou, Xun Yu
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
40
Finance research letters
39
Journal of international financial markets, institutions & money
39
Pacific-Basin finance journal
39
International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
28
Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
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NBER working paper series
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The review of financial studies
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The financial review : the official publication of the Eastern Finance Association
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CFS working paper series
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Research in international business and finance
17
Research paper series / Swiss Finance Institute
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The journal of futures markets
16
Economics letters
15
Working paper
15
Economic modelling
14
NBER Working Paper
14
Review of quantitative finance and accounting
14
Working paper / Norges Bank
14
Discussion paper / Centre for Economic Policy Research
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of finance : the journal of the American Finance Association
13
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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1
Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus
-
2001
Persistent link: https://www.econbiz.de/10014378893
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2
Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
-
2000
Persistent link: https://www.econbiz.de/10013436039
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3
The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001387122
Saved in:
4
Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10001378696
Saved in:
5
What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank
;
Hess, Dieter
;
Pohlmeier, Winfried
-
1998
Persistent link: https://www.econbiz.de/10001378683
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