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Editor’s introduction
Bauwens, Luc; Pohlmeier, Winfried; Veredas, David - In: Empirical Economics 30 (2006) 4, pp. 791-794
Persistent link: https://www.econbiz.de/10005758453
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High Frequency Financial Econometrics : Recent Developments
Bauwens, Luc (contributor); Pohlmeier, Winfried (contributor) - 2008
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and...
Persistent link: https://www.econbiz.de/10013520878
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A comparison of financial duration models via density forecasts
Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - In: International Journal of Forecasting 20 (2004) 4, pp. 589-609
Persistent link: https://www.econbiz.de/10005418381
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A comparison of financial duration models via density forecasts
BAUWENS, Luc; GIOT, Pierre; GRAMMIG, Joachim; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927286
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The stochastic conditional duration model: a latent variable model for the analysis of financial durations
BAUWENS, Luc; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927624
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The stochastic conditional duration model: a latent variable model for the analysis of financial durations
Bauwens, Luc; Veredas, David - In: Journal of Econometrics 119 (2004) 2, pp. 381-412
Persistent link: https://www.econbiz.de/10005285935
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A comparison of financial duration models via density forecasts
BAUWENS, Luc; GIOT, Pierre; GRAMMIG, Joachim; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694010
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The stochastic conditional duration model: a latent variable model for the analysis of financial durations
BAUWENS, Luc; VEREDAS, David - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695234
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Zur Wirkung des technischen Fortschritts auf die Qualifikationsstruktur der Beschäftigung und die Entlohnung / The Impact of Technical Progress on the Structure of Employment and Wages with Respect to Qualifications
Klotz, Stefan; Pfeiffer, Friedhelm; Pohlmeier, Winfried - In: Jahrbücher für Nationalökonomie und Statistik 219 (1999) 1-2, pp. 90-108
Zusammenfassung Während die qualifikatorische Lohnstruktur in Deutschland in den vergangenen beiden Jahrzehnten relativ stabil war, mußte vor allem bei den unteren Qualifikationsgruppen ein deutlicher Beschäftigungsverlust konstatiert werden. In diesem Beitrag werden die Wirkungen des...
Persistent link: https://www.econbiz.de/10014608670
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Guest Editorial “Econometrics of Anonymized Micro Data”
Pohlmeier, Winfried; Ronning, Gerd; Wagner, Joachim - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 5, pp. 515-516
Persistent link: https://www.econbiz.de/10014609063