Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and economics discussion series"
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
Forecasting Volatility with Co...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Government securities
3
Staatspapier
3
Bid-ask spread
2
Financial market
2
Finanzmarkt
2
Geld-Brief-Spanne
2
Handelsvolumen der Börse
2
Liquidity
2
Liquidität
2
Market liquidity
2
Markov chain
2
Markov-Kette
2
Marktliquidität
2
Securities trading
2
Trading volume
2
Treasury market
2
Volatility
2
Volatilität
2
Wertpapierhandel
2
hidden Markov model
2
liquidity
2
market depth
2
volatility
2
Asset-Backed Securities
1
Asset-backed securities
1
Dauer
1
Duration
1
Index futures
1
Index-Futures
1
Investment Fund
1
Investmentfonds
1
Public bond
1
Treasury markets
1
duration
1
fragility
1
futures
1
indexing
1
mortgage-backed securities
1
mutual funds
1
order execution
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Sokolinskiy, Oleg
3
Meldrum, Andrew
2
Barth, Daniel
1
Kahn, R. Jay
1
Monin, Phillip
1
Published in...
All
Finance and economics discussion series
Discussion paper / Tinbergen Institute
58
Econometric Institute Research Papers
46
Tinbergen Institute Discussion Paper
42
Tinbergen Institute Discussion Papers
42
Econometric Institute research papers
25
International journal of forecasting
24
ERIM Report Series Research in Management
13
ERIM report series research in management
12
Journal of econometrics
12
International Journal of Forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Discussion paper series
9
Journal of applied econometrics
9
Journal of banking & finance
8
Report / Econometric Institute, Erasmus University Rotterdam
8
SSE/EFI Working Paper Series in Economics and Finance
7
Applied financial economics
6
Journal of Econometrics
6
Journal of Banking & Finance
5
Journal of economic dynamics & control
5
SSE EFI working paper series in economics and finance
5
Applied economics
4
Journal of Business & Economic Statistics
4
Journal of empirical finance
4
Journal of forecasting
4
Oxford bulletin of economics and statistics
4
Review of quantitative finance and accounting
4
Applied Financial Economics
3
CREATES Research Papers
3
CREATES research paper
3
Centre for Growth and Business Cycle Research Discussion Paper Series
3
Computational Statistics & Data Analysis
3
ERIM Report Series Reference
3
Econometric reviews
3
Journal of Applied Econometrics
3
Journal of Economic Dynamics and Control
3
Journal of Empirical Finance
3
Journal of international money and finance
3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
2
Reaching for duration and leverage in the Treasury market
Barth, Daniel
;
Kahn, R. Jay
;
Monin, Phillip
; …
-
2024
Persistent link: https://www.econbiz.de/10015055827
Saved in:
3
The relationship between market depth and liquidity fragility in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2025
Persistent link: https://www.econbiz.de/10015406653
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
