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subject:"Elektronisches Handelssystem"
~accessRights:"restricted"
~person:"Nolte, Ingmar"
~person:"Podolskij, Mark"
~subject:"Electronic trading"
~subject:"Marktmikrostruktur"
~subject:"Volatilität"
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Elektronisches Handelssystem
Electronic trading
Marktmikrostruktur
Volatilität
Market microstructure
6
Volatility
5
Börsenkurs
3
Estimation theory
3
Schätztheorie
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
Bipower variation
2
Estimation
2
Forecasting model
2
High-frequency data
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Noise Trading
2
Noise trading
2
Nonparametric statistics
2
Pre-averaging
2
Prognoseverfahren
2
Schätzung
2
high-frequency data
2
Analysis of variance
1
Anlageverhalten
1
Asset Allocation
1
Behavioural finance
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bootstrapping
1
Capital income
1
Correlation
1
Devisenmarkt
1
Diurnal variation
1
Einzelhandel
1
Foreign exchange market
1
Handelsvolumen der Börse
1
Information value
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Nolte, Ingmar
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
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
3
Chen, Jing
3
Christensen, Kim
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Journal of econometrics
2
Journal of financial econometrics
2
Journal of banking & finance
1
The European journal of finance
1
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ECONIS (ZBW)
6
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1
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
4
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
Saved in:
5
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
Saved in:
6
The information content of retail investors' order flow
Nolte, Ingmar
;
Nolte, Sandra
- In:
The European journal of finance
22
(
2016
)
1/3
,
pp. 80-104
Persistent link: https://www.econbiz.de/10011419948
Saved in:
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