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subject:"National income"
subject:"Time series analysis"
~isPartOf:"Financial econometrics and empirical market microstructure"
~language:"eng"
~subject:"Chaostheorie"
~subject:"Geld-Brief-Spanne"
~subject:"Markov-Kette"
~subject:"Noise trading"
~type_genre:"Aufsatz im Buch"
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National income
Time series analysis
Chaostheorie
Geld-Brief-Spanne
Markov-Kette
Noise trading
Estimation
4
Schätzung
4
Börsenkurs
3
Share price
3
Capital income
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Stylized facts
2
Volatility
2
Volatilität
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Zeitreihenanalyse
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Betriebsgröße
1
Bid-ask spread
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Chaos theory
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Circulant Embedding Method
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Correlation
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Daniels model
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Estimation of parameters
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Estimation theory
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Financial market
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Financial time series
1
Finanzmarkt
1
Firm size
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Forecasting model
1
Korrelation
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Markov chain
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Markov-switching models
1
Microstructure
1
Mike-Farmer model
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Modellierung
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Multifractal Random Walk
1
Nichtlineare Dynamik
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Nichtparametrisches Verfahren
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Noise Trading
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Aufsatz im Buch
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3
Language
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English
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Andreev, Nikolay
1
Curato, Gianbiagio
1
Filimonov, Vladimir
1
Kutergin, Aleksey
1
Lapshin, Victor
1
Lillo, Fabrizio
1
Published in...
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Financial econometrics and empirical market microstructure
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
7
Selected topics in applied econometrics
5
Applied quantitative finance
4
Growth and cycle in the Euro-zone
4
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
New tools of economic dynamics
3
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
3
Characteristics of business cycles : have they changed?
2
East European transition and EU enlargement : a quantitative approach ; with 105 tables
2
Essays in honour of Fabio Canova
2
Essays on financial models
2
Exchange rate economics : where do we stand?
2
Exchange rates and global financial policies
2
German financial markets and institutions: selected studies
2
Handbook of financial time series
2
Long memory in economics : with 50 tables
2
Money, trade and finance : recent trends and methodological issues
2
New directions in spatial econometrics
2
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
2
Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
2
Prospects for economic growth in the United States
2
Quantitative Verfahren im Finanzmarktbereich
2
Recent econometric techniques for macroeconomic and financial data
2
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
2
Robustness in econometrics
2
Studies in time series analysis of consumption, asset prices and forecasting
2
The Oxford handbook of well-being and public policy
2
The economic development of Europe's regions : a quantitative history since 1900
2
Understanding migration with macroeconomics
2
Advances in National Brand and Private Label Marketing : 10th International Conference, 2023
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Agricultural economics and transition ; Vol. 2
1
Agricultural sector modelling and policy information systems : proceedings of the 65th European seminar of the European Association of Agricultural Economists (EAAE) ; March 29 - 31, 2000, Bonn, Germany
1
Analysis and international comparisons of social consequences of transformation processes in post communist countries : proceedings of the 7th Slovak-Polish-Ukrainian-Czech scientific seminar ; (Svätý Jur, november 15 - 18, 2000)
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applied regional growth and innovation models
1
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
1
Baltic Business and Socio-Economic Development 2007 : 3rd International Conference Tallinn, Estonia, June 17-19, 2007
1
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On the modeling of financial time series
Kutergin, Aleksey
;
Filimonov, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 131-151)
.
2015
Persistent link: https://www.econbiz.de/10011326692
Saved in:
2
How tick size affects the high frequency scaling of stock return distributions
Curato, Gianbiagio
;
Lillo, Fabrizio
- In:
Financial econometrics and empirical market microstructure
,
(pp. 55-76)
.
2015
Persistent link: https://www.econbiz.de/10011326716
Saved in:
3
Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
Saved in:
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