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
Analysis of Aggregated Return...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Marktmikrostruktur
Theorie
16
Theory
16
Correlation
12
Korrelation
12
Börsenkurs
9
Share price
9
Credit risk
8
Portfolio selection
8
Portfolio-Management
8
Kreditrisiko
7
Time series analysis
7
Capital income
6
Kapitaleinkommen
6
Zeitreihenanalyse
6
Econophysics
5
Financial market
5
Finanzmarkt
5
Market microstructure
5
Risikomanagement
5
Risk management
5
ARCH model
4
ARCH-Modell
4
Epps effect
4
Estimation
4
Risikomaß
4
Risk measure
4
Schätzung
4
Volatility
4
Volatilität
4
non-stationarity
4
Financial correlations
3
Linear algebra
3
Lineare Algebra
3
nonstationarity
3
Aktienmarkt
2
Analysis of variance
2
Correlation modeling
2
Covariance estimation
2
Forecasting model
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Language
All
English
3
Author
All
Guhr, Thomas
3
Wang, Shanshan
2
Münnix, Michael C.
1
Schäfer, Rudi
1
Published in...
All
International journal of theoretical and applied finance
1
Market microstructure and liquidity
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
2
Microscopic understanding of cross-responses between stocks : a two-component price impact model
Wang, Shanshan
;
Guhr, Thomas
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011988895
Saved in:
3
Microstructures of correlated financial markets
Wang, Shanshan
-
2017
Persistent link: https://www.econbiz.de/10012802611
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
