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Nonstandard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2024
Persistent link: https://www.econbiz.de/10015117945
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Splitting orders in fragmented markets : evidence from cross-listed stocks
Menkveld, Albert J. - 2001
Persistent link: https://www.econbiz.de/10001589191
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Splitting orders in fragmented markets evidence from cross-listed stocks
Menkveld, Albert J. - 2001
Persistent link: https://www.econbiz.de/10001720495
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High-frequency traders and market structure
Menkveld, Albert J. - In: The financial review : the official publication of the … 49 (2014) 2, pp. 333-344
Persistent link: https://www.econbiz.de/10010363580
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Bias-free nonparametric estimation of intra-day trade activity measures
Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2000
Persistent link: https://www.econbiz.de/10001517885
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Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim; Maurer, Kai-Oliver - In: The econometrics journal 3 (2000) 1, pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
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Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim; Maurer, Kai-Oliver - 1999
Persistent link: https://www.econbiz.de/10001404960
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Non-parametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - 2000
Persistent link: https://www.econbiz.de/10001480448
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Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim (contributor) - 1998
Persistent link: https://www.econbiz.de/10000992448
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Mikroökonometrische Modellierung der Markenwahl bei diskontinuierlichem Kaufverhalten
Grammig, Joachim - In: Allgemeines statistisches Archiv : AStA ; journal of … 81 (1997) 4, pp. 362-376
Persistent link: https://www.econbiz.de/10001231813