//--> //--> //--> //-->
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
~subject:"Marktmikrostruktur"
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
Risk Metrics and Fine Tuning o...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Marktmikrostruktur
Theorie
72
Theory
72
Securities trading
35
Wertpapierhandel
35
Electronic trading
34
Elektronisches Handelssystem
34
Portfolio selection
29
Portfolio-Management
29
Volatility
21
Volatilität
21
Option pricing theory
20
Optionspreistheorie
20
Stochastic process
19
Stochastischer Prozess
19
Börsenkurs
18
Share price
18
Algorithmus
14
Market microstructure
14
Speculation
14
Spekulation
14
Algorithm
13
Anlageverhalten
13
Behavioural finance
13
Risiko
12
Risk
12
Electric power industry
10
Electricity price
10
Elektrizitätswirtschaft
10
Financial market
10
Finanzmarkt
10
Game theory
10
Learning process
10
Lernprozess
10
Real options analysis
10
Realoptionsansatz
10
Spieltheorie
10
Strompreis
10
algorithmic trading
10
Decision under uncertainty
9
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Conference paper
1
Konferenzbeitrag
1
Language
All
English
13
Author
All
Cartea, Álvaro
12
Jaimungal, Sebastian
8
Penalva, José
2
Arroyo, Álvaro
1
Cohen, Samuel N.
1
Donnelly, Ryan
1
Graumans, Robert
1
Huang, Xuancheng
1
Karyampas, Dimitrios
1
Kinzebulatov, Damir
1
Labyad, Saad
1
Moreno-Pino, Fernando
1
Nourian, Mojtaba
1
Payne, Richard
1
Ricci, Jason
1
Sánchez-Betancourt, Leandro
1
Tapia, Mikel
1
Veldhuijzen, Leon van
1
Walton, Jamie
1
Wang, Yixuan
1
Zohren, Stefan
1
more ...
less ...
Published in...
All
Applied mathematical finance
4
International journal of theoretical and applied finance
3
Econometric reviews
1
Journal of banking & finance
1
Mathematics and financial economics
1
Quantitative finance
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
2
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
3
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
4
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
5
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
6
Spoofing and price manipulation in order-driven markets
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Wang, Yixuan
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 67-98
Persistent link: https://www.econbiz.de/10012254104
Saved in:
7
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Saved in:
8
Where is the value in high frequency trading?
Cartea, Álvaro
;
Penalva, José
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1401-1446
Persistent link: https://www.econbiz.de/10009679960
Saved in:
9
The relationship between the volatility of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
10
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->