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subject:"Elektronisches Handelssystem"
~accessRights:"restricted"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~person:"Abergel, Frédéric"
~person:"Beetsma, Roel"
~person:"Chou, Robin K."
~subject:"Derivat"
~subject:"Handelsvolumen der Börse"
~subject:"Hawkes processes"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Derivat
Handelsvolumen der Börse
Hawkes processes
USA
Volatility
Securities trading
5
Wertpapierhandel
5
Börsenkurs
4
Share price
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Electronic trading
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Market microstructure
3
Marktmikrostruktur
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Volatilität
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Stochastischer Prozess
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Theory
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Anlageverhalten
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Auction theory
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Auktionstheorie
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Automated trading
1
Behavioural finance
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Bid-ask spread
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Bid-to-cover ratios
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Estimation
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Euro area
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Eurozone
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Fair pricing
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Financial market
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Finanzmarkt
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Geld-Brief-Spanne
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High frequency
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High-dimensional stochastic control
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High-frequency data
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High-frequency trading
1
Implied volatility
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Index futures
1
Index-Futures
1
Limit order book
1
Limit order books
1
Limit orders
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Abergel, Frédéric
Beetsma, Roel
Chou, Robin K.
Lillo, Fabrizio
2
Roseman, Brian S.
2
Tapia, Mikel
2
Achab, Massil
1
Aitken, Michael J.
1
Amaya, Diego
1
Babiak, Mykola
1
Bacry, E.
1
Baldacci, Bastien
1
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1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bianchi, Daniele
1
Black, Jeffrey R.
1
Bouchaud, Jean-Philippe
1
Bucci, Frederic
1
Cai, Wenye
1
Cartea, Álvaro
1
Chaboud, Alain
1
Chakrabarty, Bidisha
1
Chang, Ya-Kai
1
Ciacci, Alberto
1
Cox, Justin
1
Cumming, Douglas J.
1
Davis, Ryan L.
1
Dickerson, Alexander
1
Donatoni, Enrico
1
Dong, Ming
1
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1
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1
Filbien, Jean-Yves
1
Fishe, Raymond P. H.
1
Frei, Christoph
1
Gao, Ming
1
Garvey, Ryan
1
Gençay, Ramazan
1
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Gabler Edition Wissenschaft
Journal of banking & finance
Quantitative finance
The journal of futures markets
Asia-Pacific journal of financial studies
1
Market microstructure and liquidity
1
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ECONIS (ZBW)
5
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Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
2
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
3
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
4
Bid-to-cover and yield changes around public debt auctions in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
- In:
Journal of banking & finance
87
(
2018
),
pp. 118-134
Persistent link: https://www.econbiz.de/10011962504
Saved in:
5
High-dimensional Hawkes processes for limit order books : modelling, empirical analysis and numerical calibration
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10011905913
Saved in:
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