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subject:"Elektronisches Handelssystem"
~isPartOf:"Journal of econometrics"
~subject:"Finanzmarktregulierung"
~type_genre:"Article in journal"
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Elektronisches Handelssystem
Finanzmarktregulierung
Market microstructure
52
Marktmikrostruktur
52
Volatility
41
Volatilität
41
Estimation theory
31
Schätztheorie
31
Noise Trading
29
Noise trading
29
Time series analysis
27
Zeitreihenanalyse
27
Börsenkurs
17
Share price
17
Capital income
16
Estimation
16
Kapitaleinkommen
16
Schätzung
16
Market microstructure noise
15
Theorie
14
Theory
14
High frequency data
10
High-frequency data
10
Microstructure noise
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Analysis of variance
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Varianzanalyse
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Realized volatility
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Integrated volatility
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CAPM
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Correlation
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Martingal
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Martingale
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Pre-averaging
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Financial market
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Article in journal
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Aït-Sahalia, Yacine
1
Bibinger, Markus
1
Brunetti, Celso
1
Chen, Fei
1
Diebold, Francis X.
1
Neely, Christopher J.
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Schorfheide, Frank
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Winkelmann, Lars
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Journal of econometrics
Journal of financial markets
10
Journal of international financial markets, institutions & money
10
Market microstructure and liquidity
10
Journal of banking & finance
8
Research in international business and finance
8
International review of financial analysis
7
Finance research letters
6
Pacific-Basin finance journal
6
Quantitative finance
6
Journal of empirical finance
4
Journal of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Applied mathematical finance
3
Economic modelling
3
Investment management and financial innovations
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
3
The European journal of finance
3
The journal of trading
3
The review of financial studies
3
Annual review of financial economics
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Journal of economics & business
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Journal of financial econometrics
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Algorithmic finance
1
American journal of agricultural economics
1
Applied economic perspectives and policy
1
Applied economics
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Bank of Japan review
1
Banking and information technology : BIT ; a strategic report for top management
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Business and Economic Research : BER
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ECONIS (ZBW)
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High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
3
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
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