//--> //--> //--> //-->
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
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
Analysing liquidity and absorp...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Time series analysis
6
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
Duration analysis
5
Electronic trading
5
Elektronisches Handelssystem
5
Statistische Bestandsanalyse
5
Börsenkurs
4
Securities trading
4
Share price
4
Wertpapierhandel
4
Aktienmarkt
3
Algorithmic trading
3
Credit derivative
3
Credit risk
3
High-frequency data
3
Kreditderivat
3
Kreditrisiko
3
Limit order book
3
Liquidity
3
Market impact
3
Multivariate Verteilung
3
Multivariate distribution
3
Stock market
3
Trade scheduling
3
Trading volume
3
ACD model
2
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Anlageverhalten
2
Ansteckungseffekt
2
Basel Accord
2
Basler Akkord
2
Behavioural finance
2
CDS spreads
2
CIR model
2
more ...
less ...
Online availability
All
Free
10
Undetermined
10
Type of publication
All
Article
37
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Working Paper
3
Arbeitspapier
2
Article
1
Dissertation u.a. Prüfungsschriften
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Thesis
1
research-article
1
more ...
less ...
Language
All
English
31
Undetermined
15
German
3
Author
All
Ng, Wing Lon
27
Wing Lon Ng
17
Constantinou, Nick
6
Giampaoli, Iacopo
5
Guarin, Alexander
5
Liu, Xiaoquan
5
Malik, Azeem
5
Kablan, Abdalla
3
Yue Peng
3
Fadzil, Futeri Jazeilya Md
2
Kleinknecht, Manuel
2
Lon Ng, Wing
2
NG, Wing Lon
2
Phelps, Steve
2
Savu, Cornelia
2
Castellanos, Jenny
1
NG, WING LON
1
O'Hara, John G.
1
O’Hara, John G.
1
SAVU, CORNELIA
1
Simon, Steven C. J.
1
Velasco-Fuentes, Rafael
1
Vella, Vince
1
more ...
less ...
Institution
All
Econometric Society
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
1
Published in...
All
Intelligent systems in accounting finance and management : international journal
4
Banking and finance letters : BFL
2
European journal of operational research : EJOR
2
Finance Research Letters
2
Finance research letters
2
Intelligent Systems in Accounting, Finance and Management
2
International journal of financial markets and derivatives
2
Journal of economic research
2
Studies in Economics and Finance
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Annals of finance
1
Beiträge zur angewandten Wirtschaftsforschung
1
Cogent Economics & Finance
1
Cogent economics & finance
1
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
1
Diskussionspapier
1
Econometric Society 2004 Australasian Meetings
1
Econometric Society 2004 Far Eastern Meetings
1
European Journal of Operational Research
1
International Journal of Financial Markets and Derivatives
1
International Review of Finance
1
International journal of intelligent systems in accounting finance & management : IJSAFM
1
International review of finance
1
Journal of Economic Dynamics and Control
1
Journal of Financial Research
1
Journal of economic dynamics & control
1
Journal of risk
1
Quantitative Finance
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Papers
1
SFB 649 discussion paper
1
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
1
Studies in economics and finance
1
The journal of financial research
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
RePEc
14
OLC EcoSci
6
EconStor
2
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic order submission and herding behavior in electronic trading
Wing Lon Ng
- In:
The journal of financial research
33
(
2010
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10003966716
Saved in:
2
Modeling duration clusters with dynamic copulas
Wing Lon Ng
- In:
Finance research letters
5
(
2008
)
2
,
pp. 96-103
Persistent link: https://www.econbiz.de/10003751303
Saved in:
3
Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten
Ng, Wing Lon
-
2005
Persistent link: https://www.econbiz.de/10004153368
Saved in:
4
Overreaction and multiple tail dependence at the high frequency level : the copula rose
Ng, Wing Lon
-
2006
Persistent link: https://www.econbiz.de/10004880935
Saved in:
5
The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny
;
Constantinou, Nick
;
Wing Lon Ng
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 71-99
Persistent link: https://www.econbiz.de/10013262935
Saved in:
6
Detecting diurnal volume profile : an empirical analysis of market depth
Malik, Azeem
;
Wing Lon Ng
- In:
Banking and finance letters : BFL
1
(
2009
)
3
,
pp. 119-128
Persistent link: https://www.econbiz.de/10003985858
Saved in:
7
Enhancing credit default swap valuation with meshfree methods
Guarin, Alexander
;
Liu, Xiaoquan
;
Wing Lon Ng
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 805-813
Persistent link: https://www.econbiz.de/10009316165
Saved in:
8
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas
Yue Peng
;
Wing Lon Ng
- In:
Annals of finance
8
(
2012
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10009510581
Saved in:
9
Intraday liquidity patterns in limit order books
Malik, Azeem
;
Wing Lon Ng
- In:
Studies in economics and finance
31
(
2014
)
1
,
pp. 46-71
Persistent link: https://www.econbiz.de/10010258798
Saved in:
10
Periodicities of foreign exchange markets and the directional change power law
Giampaoli, Iacopo
;
Wing Lon Ng
;
Constantinou, Nick
- In:
Intelligent systems in accounting finance and …
20
(
2013
)
3
,
pp. 189-206
Persistent link: https://www.econbiz.de/10010196979
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->