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 financial 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
Discussion of On the Existence...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Market microstructure
2
Marktmikrostruktur
2
high-frequency data
2
Börsenkurs
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
Estimation theory
1
Forecasting model
1
Noise Trading
1
Noise trading
1
Option trading
1
Optionsgeschäft
1
Prognoseverfahren
1
Schätztheorie
1
Schätzung
1
Share price
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
forecasting
1
market microstructure
1
market microstructure noise
1
options
1
price durations
1
volatility estimation
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
Nolte, Ingmar
2
Taylor, Stephen
2
Andersen, Torben
1
Archakov, Ilya
1
Grund, Leon
1
Hautsch, Nikolaus
1
Hong, Seok Young
1
Li, Yifan
1
Manh Cuong Pham
1
Nasekin, Sergey
1
Todorov, Viktor
1
Zhao, Xiaolu
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of banking & finance
15
Journal of Banking & Finance
9
The journal of futures markets
8
International Journal of Forecasting
6
Journal of Futures Markets
5
International journal of forecasting
4
Journal of Financial and Quantitative Analysis
3
Journal of financial and quantitative analysis : JFQA
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied financial economics
2
CFR Working Papers
2
CFR working paper
2
Discussion paper / the Pensions Institute, Birkbeck College, University of London
2
Journal of econometrics
2
Journal of international financial markets, institutions & money
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Working paper / Centre for Financial Research
2
Applied economics
1
Applied economics letters
1
Australian Journal of Management
1
Australian economic papers
1
Dundee discussion papers in economics
1
EFA 2008 Athens Meetings Paper
1
Econometrics Journal
1
Economics Letters
1
Economics letters
1
Handbook of international credit management
1
Introductory Chapters
1
Journal of Business Finance & Accounting
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of Financial Research
1
Journal of International Financial Markets, Institutions and Money
1
Journal of International Money and Finance
1
Journal of empirical finance
1
Journal of international money and finance
1
Managerial Finance
1
Mathematical Finance
1
NATO ASI Series, Series F: Computer and Systems Sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
