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subject:"National income"
subject:"Time series analysis"
~isPartOf:"Financial econometrics and empirical market microstructure"
~language:"eng"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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National income
Time series analysis
Schätzung
Volatilität
Estimation
4
Börsenkurs
3
Share price
3
Capital income
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
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Stylized facts
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Volatility
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Bid-ask spread
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Chaos theory
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Circulant Embedding Method
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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
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Geld-Brief-Spanne
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Markov-switching models
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Microstructure
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Mike-Farmer model
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Modellierung
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Multifractal Random Walk
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Nichtlineare Dynamik
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Nichtparametrisches Verfahren
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Aufsatz im Buch
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English
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Andreev, Nikolay
1
Arbuzov, Vyacheslav
1
Curato, Gianbiagio
1
Filimonov, Vladimir
1
Kutergin, Aleksey
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Lapshin, Victor
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Lillo, Fabrizio
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Financial econometrics and empirical market microstructure
Ökonomische Dynamik in Zentraleuropa : Innovation, Strukturwandel, Umwelt und Finanzarchitektur ; Annual Meeting of the Austrian Economic Association (NOeG) - 2006 ; NOeG 2006 May, 5th - 6th, 2006
25
Advertising and communication : proceedings 4th International Conference on Research in Advertising (ICORIA), Saarland University, June 2 - 4, 2005, Saarbruecken
20
East European transition and EU enlargement : a quantitative approach ; with 105 tables
16
Applied quantitative finance
14
Essays on port economics
14
Selected topics in applied econometrics
13
From school to work : a comparative study of educational qualifications and occupational destinations
12
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
10
ERSA 2002 Dortmund, [August 27th - 31st] : from industry to advanced services : perspectives of European metropolitan regions ; congress CD-ROM ; [42nd Congress of the European Regional Science Association]
10
Return to growth in CIS countries : monetary policy and macroeconomic framework ; with 65 tables
10
The European labour market : regional dimensions ; with 53 tables
10
The interrelationship between financial and energy markets
10
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
9
Essays on microeconomics and industrial organisation : with 103 tables
9
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
9
Geography, institutions and regional economic performance
9
Information systems outsourcing : enduring themes, new perspectives and global challenges ; with 71 tables
9
International advertising and communication : current insights and empirical findings
9
Investigating the relationship between the financial and real economy
9
Local economies and internationalization in Italy : papers presented at the conference held in Bologna, 20 November 2003 ; Univ. of Bologna, Faculty and Department of Statistics
9
Neuere Theorien und Methoden in den Wirtschafts- und Sozialwissenschaften des Landbaus : 54. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 17. bis 19. September 2014
9
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
9
Robustness in econometrics
9
Studies on interdisciplinary economics and business ; Volume 1
9
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
9
Use of survey data for industry, research and economic policy : selected papers presented at the 24th CIRET conference, Wellington, New Zealand 1999
9
Applying Kernel and nonparametric estimation to economic topics
8
Determinants of growth and business cycles : theory, empirical evidence and policy implications ; INFER annual conference 2003
8
Development and underdevelopment : the political economy of global inequality
8
Drivers of innovation, entrepreneurship and regional dynamics : [Annual Tinbergen Workshop ; the theme of the June 2009 Workshop was "Creative, intellectual and entrepreneurial resources for regional development: analysis and policy"]
8
Econometric methods for analyzing economic development
8
Entrepreneurship, growth, and innovation : the dynamics of firms and industries
8
European regional growth : with 66 tables
8
Exchange rate economics : where do we stand?
8
Exchange rate policy in Europe
8
Globalization : strategies and effects
8
Growth and cycle in the Euro-zone
8
Innovation, growth and competitiveness : dynamic regions in the knowledge-based world economy
8
New operational approaches for financial modelling
8
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
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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
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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
Revisiting of empirical zero intelligence models
Arbuzov, Vyacheslav
- In:
Financial econometrics and empirical market microstructure
,
(pp. 25-36)
.
2015
Persistent link: https://www.econbiz.de/10011326727
Saved in:
4
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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