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Search: subject_exact:"Mikrostrukturanalyse"
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Assessing the impact of market microstructure noise and random jumps on the relative forecasting performance of option-implied and returns-based volatility
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
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2006
Persistent link: https://www.econbiz.de/10003365312
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Executing large orders in a microscopic market model
Weiss, Alexander
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2009
Persistent link: https://www.econbiz.de/10003861643
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