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~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Phillips, Peter C. B.
57
Franses, Philip Hans
53
Gil-Alaña, Luis A.
46
Taylor, Robert
30
Gupta, Rangan
29
Perron, Pierre
29
Caporale, Guglielmo Maria
28
Leybourne, Stephen James
27
Koopman, Siem Jan
26
Harvey, Andrew C.
23
Hecq, Alain W. J.
23
Koop, Gary
23
Ghysels, Eric
22
Lütkepohl, Helmut
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Granger, C. W. J.
21
McAleer, Michael
21
Mills, Terence C.
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Newbold, Paul
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Hong, Yongmiao
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Moosa, Imad A.
19
Hassler, Uwe
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Petropoulos, Fotios
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Swanson, Norman R.
18
Teräsvirta, Timo
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Hendry, David F.
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Herwartz, Helmut
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Hyndman, Rob J.
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Peña, Daniel
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Timmermann, Allan
17
Engle, Robert F.
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Harvey, David I.
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Assimakopoulos, V.
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Chan, Joshua
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Haldrup, Niels
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Makridakis, Spyros G.
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Pesaran, M. Hashem
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Proietti, Tommaso
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Saikkonen, Pentti
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Yu, Jun
15
Hall, Stephen G.
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Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
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Deutsche Bundesbank
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Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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Journal of econometrics
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Economics letters
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
Journal of forecasting
249
Econometric theory
191
Economic modelling
163
Applied economics
153
The journal of finance : the journal of the American Finance Association
148
Econometric reviews
139
The review of financial studies
138
Journal of banking & finance
134
Journal of financial economics
128
Journal of economic dynamics & control
127
Applied economics letters
116
Journal of empirical finance
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Finance research letters
108
Computational economics
101
Journal of applied econometrics
101
International review of financial analysis
94
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
93
International review of economics & finance : IREF
86
The North American journal of economics and finance : a journal of financial economics studies
73
Applied financial economics
68
Energy economics
65
Management science : journal of the Institute for Operations Research and the Management Sciences
65
The European journal of finance
61
Quantitative finance
57
Oxford bulletin of economics and statistics
56
The American economic review
55
Review of quantitative finance and accounting
54
European journal of operational research : EJOR
52
Journal of international money and finance
52
Macroeconomic dynamics
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of financial markets
51
Journal of risk and financial management : JRFM
51
The review of economics and statistics
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ECONIS (ZBW)
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1
Instantaneous order impact and high-frequency strategy optimization in limit order books
Gonzalez, Federico
;
Schervish, Mark J.
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923314
Saved in:
2
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
Saved in:
3
Adverse selection and large trade volume : the implications for market efficiency
Easley, David
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 185-208
Persistent link: https://www.econbiz.de/10001125362
Saved in:
4
The winner's curse and international methods of allocating initial public offerings
Chowdhry, Bhagwan
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001204437
Saved in:
5
Stabilization, syndication, and pricing of IPOs
Chowdhry, Bhagwan
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10001208191
Saved in:
6
Quotes, prices, and estimates in a laboratory market
Bloomfield, Robert
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1791-1808
Persistent link: https://www.econbiz.de/10001211765
Saved in:
7
Investment analysis and price formation in securities markets
Brennan, Michael J.
- In:
Journal of financial economics
38
(
1995
)
3
,
pp. 361-381
Persistent link: https://www.econbiz.de/10001180865
Saved in:
8
Size discovery
Duffie, Darrell
;
Zhu, Haoxiang
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1095-1150
Persistent link: https://www.econbiz.de/10011749340
Saved in:
9
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
10
Can splits create market liquidity? :
Theory
and evidence
Anshuman, V. Ravi
;
Kalay, Avner
- In:
Journal of financial markets
5
(
2002
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10001657127
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