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Grammig, Joachim
219
Hujer, Reinhard
35
Theissen, Erik
34
Giot, Pierre
25
Grammig, Joachim G.
24
Schrimpf, Andreas
23
Sönksen, Jantje
19
GRAMMIG, Joachim
17
Schlag, Christian
15
Fernandes, Marcelo
14
Peter, Franziska J.
13
Grammig, J.
11
Kokot, Stefan
11
Melvin, Michael
11
Menkveld, Albert J.
11
Jank, Stephan
10
Frey, Stefan
9
GIOT, Pierre
9
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9
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8
Bauwens, Luc
7
Schiereck, Dirk
7
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7
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7
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7
Beltran Lopez, Helena
6
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4
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4
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4
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4
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4
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4
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4
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3
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
20
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11
Center for Financial Studies
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CFS Working Paper Series
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Journal of econometrics
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Jahrbücher für Nationalökonomie und Statistik
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CFS Working Paper
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working Paper Series: Finance & Accounting
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SFB 373 Discussion Papers
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The European journal of finance
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Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2014: Evidenzbasierte Wirtschaftspolitik - Session: Financial Econometrics
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Bonn Econ Discussion Papers
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Empirical Economics
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Financial markets and portfolio management
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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International journal of forecasting
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Journal of Financial Markets
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Journal of applied econometrics
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ECONIS (ZBW)
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RePEc
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EconStor
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21
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
-
2002
Persistent link: https://www.econbiz.de/10001720490
Saved in:
22
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
23
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
-
2002
Persistent link: https://www.econbiz.de/10001710321
Saved in:
24
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
25
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10001640351
Saved in:
26
Simultaneous modeling of price processes and transaction intensities
Grammig, Joachim
;
Hujer, Reinhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10001650465
Saved in:
27
The econometrics of airline network management
Grammig, Joachim
;
Hujer, Reinhard
;
Scheidler, Michael
-
2001
Persistent link: https://www.econbiz.de/10001650545
Saved in:
28
Internationally cross-listed stock prices during overlapping trading hours : price discovery and exchange rate effects
Grammig, Joachim
;
Melvin, Michael
;
Schlag, Christian
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10002643549
Saved in:
29
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
30
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
Saved in:
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