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subject:"Elektronisches Handelssystem"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper"
~subject:"Börse"
~subject:"Exchange rate"
~subject:"Volatility"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Börse
Exchange rate
Volatility
Market microstructure
31
Marktmikrostruktur
31
Volatilität
14
Börsenkurs
13
Share price
13
Noise Trading
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Noise trading
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Theorie
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Theory
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Estimation
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Estimation theory
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Schätztheorie
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Zeitreihenanalyse
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Capital income
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Kapitaleinkommen
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Aktienmarkt
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Bid-ask spread
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Electronic trading
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Geld-Brief-Spanne
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Market microstructure noise
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Microstructure noise
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Securities trading
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Stock market
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Wertpapierhandel
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Correlation
3
Devisenmarkt
3
Foreign exchange market
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Government securities
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High frequency data
3
Korrelation
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3
Analysis of variance
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Neely, Christopher J.
4
Buccheri, Giuseppe
2
Corsi, Fulvio
2
Potiron, Yoann
2
Awartani, Basel
1
Baldauf, Markus
1
Bandi, Federico M.
1
Bibinger, Markus
1
Bormetti, Giacomo
1
Bouamara, Nabil
1
Boudt, Kris
1
Breedon, Francis J.
1
Clinet, Simon
1
Corradi, Valentina
1
Dai, Wei
1
Distaso, Walter
1
Fan, Jianqing
1
Gradojevic, Nikola
1
Hansen, Peter Reinhard
1
Hautsch, Nikolaus
1
Imerman, Michael B.
1
Jing, Bingyi
1
Kalnina, Ilze
1
Kong, Xinbing
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Laurent, Sébastien
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Mizrach, Bruce Marshall
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Mollner, Joshua
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Mykland, Per A.
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Nolte, Ingmar
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Podolskij, Mark
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Ranaldo, Angelo
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Russell, Jeffrey R.
1
Rzepkowski, Bronka
1
Voev, Valeri
1
Winkelmann, Lars
1
Yang, Chen
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper
Journal of econometrics
41
Journal of financial markets
25
Journal of banking & finance
22
Pacific-Basin finance journal
22
Journal of financial economics
19
Journal of international financial markets, institutions & money
19
International review of financial analysis
18
Journal of empirical finance
18
Quantitative finance
18
Journal of international money and finance
17
The European journal of finance
16
Finance research letters
13
Research in international business and finance
13
Market microstructure and liquidity
11
Working paper / Norges Bank
10
Economic modelling
9
International journal of finance & economics : IJFE
9
NBER working paper series
9
CESifo working papers
8
CFS working paper series
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of financial and quantitative analysis : JFQA
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
NBER Working Paper
8
Research paper series / Swiss Finance Institute
8
The North American journal of economics and finance : a journal of financial economics studies
8
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Economics letters
7
Review of quantitative finance and accounting
7
SFB 649 discussion paper
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Cambridge working papers in economics
6
Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
6
Journal of risk and financial management : JRFM
6
NES working paper series : working paper
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Working paper / Centre for Financial Research
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ECONIS (ZBW)
19
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1
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
2
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
3
High-frequency trading and market performance
Baldauf, Markus
;
Mollner, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012161455
Saved in:
4
Disentangling sources of high frequency market microstructure noise
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 18-39
Persistent link: https://www.econbiz.de/10012424496
Saved in:
5
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
6
High-frequency lead-lag effects and cross-asset linkages : a multi-asset lagged adjustment model
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Peluso, Stefano
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 605-621
Persistent link: https://www.econbiz.de/10012588002
Saved in:
7
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
8
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
-
2017
Persistent link: https://www.econbiz.de/10011691484
Saved in:
9
What does the volatility risk premium say about liquidity provision and demand for hedging tail risk?
Fan, Jianqing
;
Imerman, Michael B.
;
Dai, Wei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011692397
Saved in:
10
The dynamic interaction of order flows and the CAD/USD exchange rate
Gradojevic, Nikola
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003741400
Saved in:
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