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subject:"Elektronisches Handelssystem"
~person:"Corsi, Fulvio"
~person:"Foucault, Thierry"
~subject:"Anlageverhalten"
~subject:"Liquidität"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Anlageverhalten
Liquidität
Share price
Market microstructure
8
Marktmikrostruktur
8
Theorie
4
Theory
4
Börsenkurs
3
Correlation
3
Electronic trading
3
Estimation theory
3
Korrelation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätztheorie
3
Bourse
2
Börse
2
Capital income
2
Estimation
2
France
2
Frankreich
2
Kapitaleinkommen
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Schätzung
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Algorithm
1
Algorithmus
1
Analysis of variance
1
Asynchronicity
1
Asynchronous trading
1
Bayes-Statistik
1
Bayesian inference
1
Bond market
1
Causality analysis
1
Central bank
1
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Article
5
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Aufsatz in Zeitschrift
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
5
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English
5
Author
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Corsi, Fulvio
Foucault, Thierry
O'Hara, Maureen
10
Hung, Pi-Hsia
9
Easley, David
7
Lien, Da-hsiang Donald
7
Theissen, Erik
7
Frijns, Bart
6
Grammig, Joachim
6
Lillo, Fabrizio
6
Nolte, Ingmar
6
Abergel, Frédéric
5
Andersen, Torben
5
Bouchaud, Jean-Philippe
5
Cartea, Álvaro
5
Frino, Alex
5
Hautsch, Nikolaus
5
Sensoy, Ahmet
5
Al-Yahyaee, Khamis Hamed
4
Chen, Jing
4
Chung, Kee H.
4
Cont, Rama
4
Gau, Yin-feng
4
Ibikunle, Gbenga
4
Li, Yingying
4
Potiron, Yoann
4
Stoll, Hans R.
4
Toke, Ioane Muni
4
Tourani Rad, Alireza
4
Tóth, Bence
4
Alfonsi, Aurélien
3
Anagnostidis, Panagiotis
3
Ben Ammar, Imen
3
Blocher, Jesse
3
Bormetti, Giacomo
3
Broussard, John Paul
3
Buccheri, Giuseppe
3
Cebiroglu, Gökhan
3
Clinet, Simon
3
Cooper, Rick
3
Cucuringu, Mihai
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
Journal of financial markets
1
The review of financial studies
1
Source
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ECONIS (ZBW)
5
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1
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:
2
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:
3
Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
;
Peluso, Stefano
;
Audrino, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10011327583
Saved in:
4
Does anonymity matter in electronic limit order markets?
Foucault, Thierry
;
Moinas, Sophie
;
Theissen, Erik
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1707-1747
Persistent link: https://www.econbiz.de/10003621228
Saved in:
5
Order flow composition and trading costs in a dynamic limit order market
Foucault, Thierry
- In:
Journal of financial markets
2
(
1999
)
2
,
pp. 99-134
Persistent link: https://www.econbiz.de/10001426676
Saved in:
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