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Imbalance effects in the Lucas model : an analytical exploration
Boucekkine, Raouf; Ruiz Tamarit, José Ramón - 2004
Persistent link: https://www.econbiz.de/10002061382
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Trading activity and liquidity supply in a pure limit order book market : an empirical analysis using a multivariate count data model
Grammig, Joachim; Heinen, Andréas; Rengifo, Erick W. - 2004
Persistent link: https://www.econbiz.de/10002390653
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Common trends and common cycles in Belgian sectoral GDP
Gervaz, Carolina - 1995
Persistent link: https://www.econbiz.de/10000912113
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Understanding volatility dynamics in the EU-ETS market : lessons from the future
Violante, Francesco; Violante, Francesco - 2009
Persistent link: https://www.econbiz.de/10003850995
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Liquidity and financial intermediation
Dutta, Jayasri - 1993
Persistent link: https://www.econbiz.de/10000874284
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Urbanization, urban concentration and economic growth in developing countries
Bertinelli, Luisito; Strobl, Eric - 2003
Persistent link: https://www.econbiz.de/10001876234
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Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang - 1997
Persistent link: https://www.econbiz.de/10000971105
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Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10001363211
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Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001713160
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Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001640371