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subject:"Elektronisches Handelssystem"
~isPartOf:"Journal of mathematical finance"
~person:"Abergel, Frédéric"
~person:"Theissen, Erik"
~subject:"FCLT"
~subject:"Geld-Brief-Spanne"
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Elektronisches Handelssystem
FCLT
Geld-Brief-Spanne
Bid-ask spread
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Bourse
1
Börse
1
Börsenkurs
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Electronic trading
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High Frequency Trading
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LASSO
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Limit Order Book
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Logistic Regression
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Market microstructure
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Marktmikrostruktur
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Price Jump
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Regression analysis
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Abergel, Frédéric
Theissen, Erik
Kuno, Seiya
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Guéant, Olivier
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Moulines, Eric
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Ohinishi, Masamitsu
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Ohnishi, Masamitsu
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Shimizu, Peilu
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Journal of mathematical finance
Quantitative finance
3
CFS working paper series
2
European financial management : the journal of the European Financial Management Association
2
Bonn Econ Discussion Papers / BGSE
1
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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Discussion papers / Governance and the Efficiency of Economic Systems
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Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
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Finance research letters
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German financial markets and institutions: selected studies
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Informationssysteme in der Finanzwirtschaft : mit 35 Tabellen
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International journal of theoretical and applied finance
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Kredit und Kapital
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Market microstructure and liquidity
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Schmalenbach business review : sbr
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Working paper series / Finance / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Price jump prediction in a limit order book
Zheng, Ban
;
Moulines, Eric
;
Abergel, Frédéric
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10010239589
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