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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Quantitative finance"
~subject:"Market microstructure"
~subject:"Marktmikrostruktur"
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Börsenkurs
Financial analysis
Market microstructure
Marktmikrostruktur
Estimation
77
Schätzung
76
Volatility
35
Volatilität
35
Theorie
32
Theory
32
Share price
30
Capital income
24
Kapitaleinkommen
24
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20
Prognoseverfahren
20
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17
Zeitreihenanalyse
17
Portfolio selection
15
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13
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9
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Option pricing theory
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Optionspreistheorie
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Statistical distribution
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Statistische Verteilung
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Stochastic process
8
Stochastischer Prozess
8
Securities trading
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Sornette, Didier
4
Lillo, Fabrizio
3
Wehrli, Alexander
3
Bormetti, Giacomo
2
Grobys, Klaus
2
Livieri, Giulia
2
Wheatley, Spencer
2
Achab, Massil
1
Ahn, Kwangwon
1
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1
Aragó Manzana, Vicent
1
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1
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1
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1
Brigo, Damiano
1
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1
Chen, May-Ru
1
Chen, Yu
1
Chow, K. Victor
1
Ciacci, Alberto
1
Demirer, Rıza
1
Demos, Guilherme
1
Dungey, Mardi H.
1
Giner, Javier
1
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1
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1
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1
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1
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1
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1
Ju, Geonhwan
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Kim, Hyun-Gyoon
1
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Quantitative finance
Finance research letters
149
Applied economics letters
119
NBER working paper series
118
International review of economics & finance : IREF
117
Working paper / National Bureau of Economic Research, Inc.
117
International review of financial analysis
114
Journal of banking & finance
107
NBER Working Paper
97
Applied economics
96
Economic modelling
91
Applied financial economics
89
The North American journal of economics and finance : a journal of financial economics studies
89
Journal of empirical finance
88
Journal of international financial markets, institutions & money
75
Research in international business and finance
72
Energy economics
62
Journal of econometrics
62
Journal of financial economics
62
Discussion paper / Centre for Economic Policy Research
61
The European journal of finance
57
Journal of risk and financial management : JRFM
56
Pacific-Basin finance journal
55
CESifo working papers
53
Review of quantitative finance and accounting
53
International journal of economics and finance
45
International journal of finance & economics : IJFE
45
Cogent economics & finance
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
The journal of futures markets
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
International journal of economics and financial issues : IJEFI
41
Journal of international money and finance
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
The journal of finance : the journal of the American Finance Association
39
Journal of financial markets
38
Economics letters
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
SpringerLink / Bücher
34
CFS working paper series
33
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ECONIS (ZBW)
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
Price impact on term structure
Brigo, Damiano
;
Graceffa, Federico
;
Neuman, Eyal
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Saved in:
3
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
4
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
5
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
Saved in:
6
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
9
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
10
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
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