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:"International journal of financial engineering"
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
Insiders' hedging in a jump di...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bid-ask spread
1
Börsenkurs
1
Causality analysis
1
Electronic trading
1
Elektronisches Handelssystem
1
Geld-Brief-Spanne
1
High frequency trading
1
Kausalanalyse
1
Limit order book
1
Liquidity
1
Liquidität
1
Market liquidity
1
Market microstructure
1
Marktliquidität
1
Marktmikrostruktur
1
Mathematical programming
1
Mathematische Optimierung
1
Multivariate Analyse
1
Multivariate analysis
1
Securities trading
1
Share price
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
granger causality
1
liquidity cost
1
market order
1
multivariate Hawkes process
1
optimal execution problem
1
optimal order placement problem
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Lee, Kiseop
2
Chakravarty, Sugato
1
Lee, Hyoeun
1
Xi, Yang
1
Published in...
All
International journal of financial engineering
The journal of futures markets
5
Computational Statistics & Data Analysis
3
Journal of Futures Markets
3
Applied mathematical finance
2
Journal of Risk Finance
2
Journal of banking & finance
2
Risks : open access journal
2
The Journal of Risk Finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied Mathematical Finance
1
Economic modelling
1
Finance Research Letters
1
Finance research letters
1
HANDBOOK FOR MODELING HIGH-FREQUENCY DATA IN FINANCE, J. Wiley
1
IMA journal of management mathematics
1
Journal of Banking & Finance
1
Journal of Econometrics
1
Journal of econometrics
1
MPRA Paper
1
Mathematics and financial economics
1
Risk : managing risk in the world's financial markets
1
Risk and decision analysis
1
Risks
1
Statistics & Probability Letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate Hawkes process model of market participants behavior in the high frequency world
Chakravarty, Sugato
;
Lee, Kiseop
;
Xi, Yang
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012654737
Saved in:
2
Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
