//--> //--> //--> //-->
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
~accessRights:"restricted"
~subject:"Share price"
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
Duration models and point proc...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
75,989
Theory
75,933
Mathematical programming
6,268
Mathematische Optimierung
6,266
Estimation
4,785
Schätzung
4,776
USA
4,096
United States
4,084
Portfolio selection
3,892
Portfolio-Management
3,892
Risk
3,470
Risiko
3,410
Welt
3,258
World
3,254
Prognoseverfahren
3,132
Forecasting model
3,130
Geldpolitik
2,859
Monetary policy
2,846
Scheduling problem
2,801
Scheduling-Verfahren
2,801
Stochastischer Prozess
2,716
Stochastic process
2,710
Volatilität
2,244
Volatility
2,242
Zeitreihenanalyse
2,126
Time series analysis
2,119
Markov chain
2,103
Börsenkurs
2,097
Markov-Kette
2,097
Experiment
1,944
Heuristics
1,849
Heuristik
1,831
Capital income
1,829
Kapitaleinkommen
1,828
Preismanagement
1,770
Pricing strategy
1,770
Asymmetrische Information
1,751
Asymmetric information
1,750
Wirtschaftswachstum
1,715
more ...
less ...
Online availability
All
Undetermined
Free
3,785
Type of publication
All
Article
1,822
Book / Working Paper
275
Type of publication (narrower categories)
All
Article in journal
1,786
Aufsatz in Zeitschrift
1,786
Arbeitspapier
189
Working Paper
189
Graue Literatur
187
Non-commercial literature
187
Aufsatz im Buch
29
Book section
29
Hochschulschrift
19
Conference paper
16
Konferenzbeitrag
16
Thesis
6
Aufsatzsammlung
3
Systematic review
2
Übersichtsarbeit
2
Collection of articles written by one author
1
Nachruf
1
Sammlung
1
more ...
less ...
Language
All
English
2,072
German
25
Author
All
Gupta, Rangan
17
Albuquerque, Rui
10
Foucault, Thierry
9
Ryu, Doojin
9
Farmer, Roger E. A.
8
Kelly, Bryan T.
8
Ma, Feng
8
Pástor, Ľuboš
8
Veronesi, Pietro
8
Dai, Zhifeng
7
Wohar, Mark E.
7
Albagli, Elias
6
Başak, Suleyman
6
Eichenbaum, Martin S.
6
He, Xue-zhong
6
Jawadi, Fredj
6
Rebelo, Sérgio
6
Sornette, Didier
6
Vayanos, Dimitri
6
Xiong, Xiong
6
Yang, Chunpeng
6
Almeida, Caio
5
Ardison, Kym
5
Buss, Adrian
5
Collin-Dufresne, Pierre
5
Edmans, Alex
5
Garcia, René
5
Harvey, David I.
5
Hellwig, Christian
5
Hu, Duni
5
Kaplanski, Guy
5
Lau, Wee-Yeap
5
Leybourne, Stephen James
5
Lillo, Fabrizio
5
Marshall, Ben R.
5
McMillan, David G.
5
Noussair, Charles
5
Prokopczuk, Marcel
5
Taussig, Roi D.
5
Tsyvinski, Aleh
5
more ...
less ...
Institution
All
Edward Elgar Publishing
1
Gottfried Wilhelm Leibniz Universität Hannover
1
National Bureau of Economic Research
1
Springer Fachmedien Wiesbaden
1
Yale University. / Management.
1
Published in...
All
Finance research letters
86
Discussion paper / Centre for Economic Policy Research
82
Working paper / National Bureau of Economic Research, Inc.
64
Journal of empirical finance
59
International review of financial analysis
57
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of financial economics
48
International review of economics & finance : IREF
47
Journal of banking & finance
47
Journal of economic dynamics & control
44
Economic modelling
43
Quantitative finance
38
Applied economics
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Review of quantitative finance and accounting
30
Journal of econometrics
28
Journal of financial markets
28
SpringerLink / Bücher
28
Applied economics letters
27
Economics letters
27
Journal of economic behavior & organization : JEBO
27
The European journal of finance
25
Pacific-Basin finance journal
23
The review of financial studies
23
Research in international business and finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Discussion papers / CEPR
20
Computational economics
19
Journal of international financial markets, institutions & money
19
Journal of economic theory
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
International journal of theoretical and applied finance
15
Research paper series / Swiss Finance Institute
15
The journal of corporate finance : contracting, governance and organization
14
Energy economics
13
International journal of forecasting
13
Journal of financial econometrics
12
Journal of forecasting
12
Swiss Finance Institute Research Paper
12
International journal of finance & economics : IJFE
11
more ...
less ...
Source
All
ECONIS (ZBW)
2,097
Showing
1
-
10
of
2,097
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
2
A simple IID test for autoregressive conditional duration models
Yang, Wei
;
Chen, Fei
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1026-1028
Persistent link: https://www.econbiz.de/10011629494
Saved in:
3
Semi-Markov model for market microstructure
Fodra, Pietro
;
Pham, Huyên
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 261-265
Persistent link: https://www.econbiz.de/10011436207
Saved in:
4
Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
Saved in:
5
Price discovery in the markets for credit risk : a Markov switching approach
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 233-249
Persistent link: https://www.econbiz.de/10011507523
Saved in:
6
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
7
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
8
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
9
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
10
A test of asymmetric comovement for state-dependent stock returns
Deng, Kaihua
- In:
Journal of empirical finance
36
(
2016
),
pp. 68-85
Persistent link: https://www.econbiz.de/10011662752
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->