//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Noise trading"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
5
Noise Trading
5
Noise trading
5
Share price
5
Market microstructure
4
Marktmikrostruktur
4
Microstructure noise
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
CAPM
2
Estimation theory
2
High-frequency data
2
Realized volatility
2
Schätztheorie
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset pricing
1
Autocorrelation
1
Autokorrelation
1
Behavioral economics
1
Capital income
1
Edgeworth expansion
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
Exchange rate
1
Forecasting model
1
Fourier flexible form
1
High-frequency asset pricing model
1
Intraday periodic component
1
Kapitaleinkommen
1
Limit order book
1
Machine learning
1
Nichtparametrisches Verfahren
1
Noise trader
1
Noise traders
1
Nonparametric statistics
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Alemany, N.
1
Aragó Manzana, Vicent
1
Cang, Yuquan
1
Cheng, Enoch
1
Hizmeri, Rodrigo
1
Izzeldin, Marwan
1
Liu, Guangying
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Platania, Federico
1
Salvador, E.
1
Serrano, Pedro
1
Struck, Clemens C.
1
Tapia, Mikel
1
Xiang, Jing
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
22
NBER Working Paper
20
Discussion paper / Centre for Economic Policy Research
17
Journal of banking & finance
12
The review of financial studies
12
Economic modelling
11
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial economics
9
Pacific-Basin finance journal
9
The journal of finance : the journal of the American Finance Association
9
Finance research letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Review of quantitative finance and accounting
7
International review of financial analysis
6
Journal of financial markets
6
Research paper series / Swiss Finance Institute
6
SFB 649 discussion paper
6
Applied economics letters
5
Econometric reviews
5
International journal of theoretical and applied finance
5
MPRA Paper
5
SFB 649 Discussion Paper
5
The journal of futures markets
5
The review of economic studies
5
Working papers / Rodney L. White Center for Financial Research
5
CESifo working papers
4
CFS working paper series
4
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of international money and finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics
3
CEPR Discussion Papers
3
Cambridge working papers in economics
3
Cambridge-INET working papers
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
3
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
4
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
5
Modelling the shape of the limit order book
Platania, Federico
;
Serrano, Pedro
;
Tapia, Mikel
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1575-1597
Persistent link: https://www.econbiz.de/10011913208
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->