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subject:"Elektronisches Handelssystem"
~accessRights:"restricted"
~language:"eng"
~person:"Podolskij, Mark"
~subject:"Electronic trading"
~subject:"Marktmikrostruktur"
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Elektronisches Handelssystem
Electronic trading
Marktmikrostruktur
Bipower variation
2
High-frequency data
2
Market microstructure
2
Microstructure noise
2
Nichtparametrisches Verfahren
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Nonparametric statistics
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Pre-averaging
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Volatilität
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Share price
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Podolskij, Mark
Hung, Pi-Hsia
9
Ryu, Doojin
8
Bouchaud, Jean-Philippe
7
Kyle, Albert S.
7
Lien, Da-hsiang Donald
7
Lillo, Fabrizio
7
Sensoy, Ahmet
7
Li, Yingying
6
O'Hara, Maureen
6
Obižaeva, Anna
6
Lehalle, Charles-Albert
5
Mykland, Per A.
5
Pani, Sudhanshu
5
Yamamoto, Ryuichi
5
Abergel, Frédéric
4
Bollerslev, Tim
4
Cartea, Álvaro
4
Easley, David
4
Frijns, Bart
4
Garvey, Ryan
4
Gau, Yin-feng
4
Hautsch, Nikolaus
4
Liu, Zhi
4
Nolte, Ingmar
4
Piccotti, Louis R.
4
Potiron, Yoann
4
Rime, Dagfinn
4
Rosenbaum, Mathieu
4
Stenfors, Alexis
4
Toke, Ioane Muni
4
Anagnostidis, Panagiotis
3
Andersen, Torben
3
Arjoon, Vaalmikki
3
Ben Ammar, Imen
3
Bormetti, Giacomo
3
Buccheri, Giuseppe
3
Capponi, Agostino
3
Cebiroglu, Gökhan
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Chen, Jing
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Christensen, Kim
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Journal of econometrics
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ECONIS (ZBW)
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Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
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2
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
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