//--> //--> //--> //-->
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:"Journal of econometrics"
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
High frequency trading and end...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
340
Volatilität
340
Estimation theory
155
Schätztheorie
155
Theorie
151
Theory
151
Estimation
129
Schätzung
129
Time series analysis
123
Zeitreihenanalyse
123
Stochastic process
121
Stochastischer Prozess
121
Börsenkurs
108
Share price
107
ARCH model
76
ARCH-Modell
76
Capital income
74
Kapitaleinkommen
74
Forecasting model
62
Prognoseverfahren
62
Market microstructure
51
Marktmikrostruktur
51
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Option pricing theory
37
Optionspreistheorie
37
Noise Trading
35
Noise trading
35
CAPM
33
Stochastic volatility
33
USA
32
United States
32
Correlation
31
Korrelation
31
Analysis of variance
29
Varianzanalyse
29
High-frequency data
28
Portfolio selection
28
Portfolio-Management
28
Statistical distribution
28
more ...
less ...
Online availability
All
Undetermined
200
Free
2
Type of publication
All
Article
379
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
380
Aufsatz in Zeitschrift
380
Collection of articles of several authors
4
Sammelwerk
4
Conference paper
2
Konferenzbeitrag
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
381
Undetermined
1
Author
All
Bollerslev, Tim
20
Todorov, Viktor
19
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
15
Andersen, Torben
13
McAleer, Michael
10
Mykland, Per A.
10
Li, Jia
8
Meddahi, Nour
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Cavaliere, Giuseppe
7
Kim, Donggyu
7
Li, Yingying
7
Linton, Oliver
7
Shephard, Neil G.
7
Zhang, Lan
7
Ghysels, Eric
6
Taylor, Robert
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Koopman, Siem Jan
5
Rahbek, Anders
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Engle, Robert F.
4
Fan, Jianqing
4
Jasiak, Joann
4
Maheu, John M.
4
Park, Joon Y.
4
Renault, Eric
4
Yang, Xiye
4
Yu, Jun
4
Zaffaroni, Paolo
4
Zheng, Xinghua
4
Bandi, Federico M.
3
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Finance research letters
1,409
NBER working paper series
1,130
Working paper / National Bureau of Economic Research, Inc.
1,020
NBER Working Paper
922
Journal of banking & finance
897
International review of financial analysis
895
Energy economics
827
Journal of financial economics
724
International review of economics & finance : IREF
723
Applied economics
716
The journal of finance : the journal of the American Finance Association
699
Pacific-Basin finance journal
611
Applied economics letters
606
The journal of futures markets
547
Applied financial economics
545
Economic modelling
545
Research in international business and finance
537
The North American journal of economics and finance : a journal of financial economics studies
512
Economics letters
500
Journal of international financial markets, institutions & money
487
Journal of empirical finance
483
Discussion paper / Centre for Economic Policy Research
462
The review of financial studies
458
Journal of financial and quantitative analysis : JFQA
457
Review of quantitative finance and accounting
393
Working paper
388
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
378
Journal of international money and finance
367
The European journal of finance
339
CESifo working papers
324
International journal of theoretical and applied finance
322
Journal of risk and financial management : JRFM
319
Quantitative finance
300
Journal of financial markets
299
International journal of economics and finance
283
Discussion paper / Tinbergen Institute
275
Management science : journal of the Institute for Operations Research and the Management Sciences
271
International journal of economics and financial issues : IJEFI
268
Research paper series / Swiss Finance Institute
264
more ...
less ...
Source
All
ECONIS (ZBW)
382
Showing
1
-
10
of
382
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
High frequency market making : the role of speed
Aït-Sahalia, Yacine
;
Sağlam, Mehmet
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015074464
Saved in:
3
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
4
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
5
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
6
A generalized bivariate mixture model for stock price
volatility
and trading volume
Liesenfeld, Roman
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
Saved in:
7
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
8
Volume,
volatility
, and leverage : a dynamic analysis
Tauchen, George Eugene
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177-208
Persistent link: https://www.econbiz.de/10001755397
Saved in:
9
Modeling the interdependence of
volatility
and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
10
A simple joint model for returns,
volatility
and
volatility
of
volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->