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subject:"Elektronisches Handelssystem"
~person:"Corsi, Fulvio"
~subject:"Aktienmarkt"
~subject:"Anlageverhalten"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Mikrostrukturanalyse"
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Elektronisches Handelssystem
Aktienmarkt
Anlageverhalten
Market microstructure
9
Marktmikrostruktur
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Correlation
6
Estimation theory
6
Korrelation
6
Schätztheorie
6
Bond market
4
Rentenmarkt
4
Theorie
4
Theory
4
USA
4
United States
4
Electronic trading
3
1990-2003
2
Algorithm
2
Algorithmus
2
Bias
2
Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Schätzung
2
Share price
2
State space model
2
Stock market
2
Systematischer Fehler
2
Time series analysis
2
Zeitreihenanalyse
2
Zustandsraummodell
2
ARCH model
1
ARCH-Modell
1
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Article
3
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Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Non-commercial literature
Article in journal
3
Arbeitspapier
2
Graue Literatur
2
Working Paper
2
Language
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English
5
Author
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Corsi, Fulvio
Theissen, Erik
22
Kyle, Albert S.
14
Hautsch, Nikolaus
10
Grammig, Joachim
9
Obižaeva, Anna
9
Horst, Ulrich
8
Hung, Pi-Hsia
8
Menkveld, Albert J.
8
Moinas, Sophie
8
O'Hara, Maureen
8
Andersen, Torben
7
Westerhoff, Frank H.
7
Hens, Thorsten
6
Lien, Da-hsiang Donald
6
Rime, Dagfinn
6
Baldauf, Markus
5
Bondarenko, Oleg
5
Foucault, Thierry
5
Mollner, Joshua
5
Napoletano, Mauro
5
Nyholm, Ken
5
Obizhaeva, Anna A.
5
Tourani Rad, Alireza
5
Abergel, Frédéric
4
Biais, Bruno
4
Cartea, Álvaro
4
Cebiroglu, Gökhan
4
Easley, David
4
Evans, Martin D. D.
4
Gomber, Peter
4
He, Xue-zhong
4
Ibikunle, Gbenga
4
Jurkatis, Simon Willi
4
King, Michael R.
4
Menkhoff, Lukas
4
Neely, Christopher J.
4
Osler, Carol
4
Schmeling, Maik
4
Vogt, Bodo
4
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
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ECONIS (ZBW)
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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
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
5
Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio
;
Peluso, Stefano
;
Audrino, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009719912
Saved in:
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