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subject:"Elektronisches Handelssystem"
~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of futures markets"
~person:"Fonseca, José da"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Securities trading"
~subject:"USA"
~subject:"Wertpapierhandel"
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Elektronisches Handelssystem
Handelsvolumen der Börse
Schätzung
Securities trading
USA
Wertpapierhandel
Estimation
2
Volatility
2
Volatilität
2
Welt
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World
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2010-2011
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Dynkin formula
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Market microstructure
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Marktmikrostruktur
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multivariate Hawkes process
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Fonseca, José da
Frino, Alex
7
Chung, Kee H.
6
Battalio, Robert H.
5
Pascual, Roberto
5
Wu, Fei
5
Bondarenko, Oleg
4
Easley, David
4
Garvey, Ryan
4
Hendershott, Terrence
4
Jennings, Robert H.
4
Aitken, Michael J.
3
Andersen, Torben
3
Boehmer, Ekkehart
3
Boni, Leslie
3
Cai, Jun
3
Chakrabarty, Bidisha
3
Cheung, Stephen Y. L.
3
Chuwonganant, Chairat
3
Lepone, Andrew
3
Mazza, Paolo
3
Moulton, Pamela C.
3
O'Hara, Maureen
3
Payne, Richard
3
Subrahmanyam, Avanidhar
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Theissen, Erik
3
Van Ness, Robert A.
3
Anand, Amber
2
Bacidore, Jeffrey M.
2
Berkman, Henk
2
Bernhardt, Dan
2
Boehmer, Beatrice
2
Chou, Robin K.
2
Comerton-Forde, Carole
2
Darolles, Serge
2
Davies, Ryan J.
2
Eom, Kyong Shik
2
Fung, Joseph K. W.
2
Grammig, Joachim
2
Gresse, Carole
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Applied economics
Journal of banking & finance
Journal of financial markets
The journal of futures markets
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ECONIS (ZBW)
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Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
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2
Hawkes process : fast calibration, application to trade clustering, and diffuse limit
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 548-579
Persistent link: https://www.econbiz.de/10010371413
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