//--> //--> //--> //-->
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
~source:"olc"
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
A comparison of financial dura...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
1
Type of publication
All
Article
76
Language
All
Undetermined
70
English
5
French
1
Author
All
Bauwens, Luc
25
Giot, Pierre
24
Grammig, Joachim
22
Veredas, David
15
Laurent, Sébastien
8
Hujer, Reinhard
7
Lubrano, Michel
5
Schrimpf, Andreas
4
Durré, Alain
3
Petitjean, Mikael
3
Beltran, Helena
2
Hallin, Marc
2
Renault, Eric
2
Rombouts, Jeroen V.K.
2
Schuppli, Michael
2
Silvestrini, Andrea
2
Sucarrat, Genaro
2
van Dijk, Herman K.
2
Aubert, Samuel
1
Beaupain, Renaud
1
Beltran-Lopez, Hlena
1
Beltran-Lopez, Héléna
1
Ben Omrane, Walid
1
Bos, Charles S.
1
Coroneo, Laura
1
Dijk, Herman K.van
1
Dominicy, Yves
1
Eeckhoudt, Louis R.
1
Escribano, Alvaro
1
Fernandes, Marcelo
1
Fiebig, Denzil G.
1
Frey, Stefan
1
Fryns, Heinrich
1
Garcia, René
1
Ginsburgh, Victor
1
Hafner, Christian M.
1
Hautsch, Nikolaus
1
Herterich, Roland
1
Hess, Dieter
1
Kaltwasser, Pablo Rovira
1
more ...
less ...
Published in...
All
Journal of econometrics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The European journal of finance
6
Journal of applied econometrics
5
Journal of empirical finance
4
Journal of economic dynamics & control
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Global finance journal
2
International journal of forecasting
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Review of financial economics : RFE
2
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf
2
The journal of asset management
2
The journal of futures markets
2
Annales d'économie et de statistique
1
Econometric reviews
1
Energy economics
1
Finance : revue de l'Association Française de Finance
1
Financial markets and portfolio management
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal of business finance & accounting : JBFA
1
Journal of economic literature
1
Journal of economic surveys
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
Monetary and economic studies
1
Recherches économiques de Louvain
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
OLC EcoSci
RePEc
4,643
ECONIS (ZBW)
498
EconStor
36
USB Cologne (EcoSocSci)
14
USB Cologne (business full texts)
10
BASE
8
Other ZBW resources
2
more ...
less ...
Showing
1
-
10
of
76
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 589-610
Persistent link: https://www.econbiz.de/10006961490
Saved in:
2
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 867-888
Persistent link: https://www.econbiz.de/10006231901
Saved in:
3
Commonalities in the order book
Beltran-Lopez, Héléna
;
Giot, Pierre
;
Grammig, Joachim
- In:
Financial markets and portfolio management
23
(
2009
)
3
,
pp. 209-242
Persistent link: https://www.econbiz.de/10008305490
Saved in:
4
News announcements, market activity and volatility in the euro-dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1108-1125
Persistent link: https://www.econbiz.de/10006874176
Saved in:
5
BOOK REVIEWS - Econometric Modelling of Stock Market Intraday Activity
Bauwens, Luc
;
Giot, Pierre
;
Vega, Clara
- In:
Journal of economic literature
41
(
2003
)
4
,
pp. 1294-1295
Persistent link: https://www.econbiz.de/10006819435
Saved in:
6
Asymmetric ACD models: Introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-732
Persistent link: https://www.econbiz.de/10006253148
Saved in:
7
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE-Stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
)
60
,
pp. 117-150
Persistent link: https://www.econbiz.de/10007919763
Saved in:
8
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 381-412
Persistent link: https://www.econbiz.de/10006757702
Saved in:
9
Editor#8217s introduction
Bauwens, Luc
;
Pohlmeier, Winfried
;
Veredas, David
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 791-794
Persistent link: https://www.econbiz.de/10006231905
Saved in:
10
Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange
Bauwens, Luc
- In:
Monetary and economic studies
24
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009935076
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->