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person:"Hess, Dieter"
subject:"Börsenkurs"
~person:"Chiang, Thomas C."
~person:"Dahm, Laura K."
~person:"McMillan, David G."
~person:"Pohlmeier, Winfried"
~person:"Wohar, Mark E."
~subject:"Capital market returns"
~subject:"Marktmikrostruktur"
~subject:"USA"
~type_genre:"Aufsatz im Buch"
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Hess, Dieter
Chiang, Thomas C.
Dahm, Laura K.
McMillan, David G.
Pohlmeier, Winfried
Wohar, Mark E.
Frick, Bernd
6
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Essays on mutual fund's trading activity
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High frequency financial econometrics : recent developments ; with 64 tables
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Econometric analysis of financial and economic time series ; part B
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Institutional arrangements for global economic integration
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Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
10
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1
Trading efficiency of fund families: impact on fund performance and investment behavior
Dahm, Laura K.
- In:
Essays on mutual fund's trading activity
,
(pp. 7-31)
.
2017
Persistent link: https://www.econbiz.de/10011710570
Saved in:
2
Milk or wine: mutual funds' (dis)economies of life
Dahm, Laura K.
- In:
Essays on mutual fund's trading activity
,
(pp. 33-70)
.
2017
Persistent link: https://www.econbiz.de/10011710571
Saved in:
3
Shareholder wealth and mutual funds' trading activity
Dahm, Laura K.
- In:
Essays on mutual fund's trading activity
,
(pp. 71-92)
.
2017
Persistent link: https://www.econbiz.de/10011710572
Saved in:
4
Forecasting stock returns : does switching between models help?
McMillan, David G.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 229-248)
.
2014
Persistent link: https://www.econbiz.de/10011406772
Saved in:
5
A multivariate integer count hurdle model : theory and application to exchange rate dynamics
Korycka-Bień, Katarzyna
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
High frequency financial econometrics : recent …
,
(pp. 31-48)
.
2008
Persistent link: https://www.econbiz.de/10003579355
Saved in:
6
Semiparametric estimation for financial durations
Rodríguez Poo, Juan Manuel
;
Veredas, David
;
Pohlmeier, …
- In:
High frequency financial econometrics : recent …
,
(pp. 225-251)
.
2008
Persistent link: https://www.econbiz.de/10003579359
Saved in:
7
Estimating Taylor-type rules : an unbalanced regression?
Siklos, Pierre L.
;
Wohar, Mark E.
-
2006
Persistent link: https://www.econbiz.de/10003350103
Saved in:
8
Ein dynamisches Hürdenmodell für diskrete Transaktionspreisänderungen auf Finanzmärkten
Liesenfeld, Roman
- In:
Empirische Wirtschaftsforschung : Methoden und …
,
(pp. 153 - 177)
.
2003
Persistent link: https://www.econbiz.de/10014554667
Saved in:
9
Identifying intraday volatility
Pohlmeier, Winfried
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 347-362)
.
2001
Persistent link: https://www.econbiz.de/10014553674
Saved in:
10
The impact of scheduled news announcements on T-Bond and Bund futures trading
Franke, Günter
;
Hess, Dieter
- In:
Institutional arrangements for global economic integration
,
(pp. 337-366)
.
2000
Persistent link: https://www.econbiz.de/10001533882
Saved in:
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