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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Financial econometrics and empirical market microstructure"
~subject:"Capital income"
~type_genre:"Book section"
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Purchasing power parity
Wechselkurs
Capital income
Estimation
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Schätzung
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Share price
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Kapitaleinkommen
2
Market microstructure
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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 time series
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Microstructure
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Mike-Farmer model
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Nichtlineare Dynamik
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Curato, Gianbiagio
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Filimonov, Vladimir
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Kutergin, Aleksey
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Lillo, Fabrizio
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Financial econometrics and empirical market microstructure
Exchange rate policy in Europe
6
Equilibrium exchange rates
5
Exchange rate economics : where do we stand?
5
Dynamic optics in economics : quantitative, experimental and econometric analyses
4
International macroeconomics : recent developments
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
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Evoluation of money, banking and financial crisis : history, theory and policy
3
Exchange rate policies for small open economies
3
Exchange rates, capital flows and policy
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
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Monetary standards and exchange rates
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Papers in efficiency, effectiveness and international competitiveness
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Selected topics in applied econometrics
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Stock returns : cyclicity, prediction and economic consequences
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Análisis empírico del tipo de cambio en Chile
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Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
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Applied quantitative finance
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Blockchain economics and financial market innovation : financial innovations in the digital age
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China's exchange rate regime
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Current issues in finance, economy and politics : theoretical and empirical finance and economic researches
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Decision making and risk/return optimization in financial economics
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Econometrics of risk
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Economics of transition : theory, experiences and EU enlargement ; INFER annual conference 2001
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Effective crisis response and openness : implications for the trading system
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Empirical methods for analysising the risks of financial crises
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Empirical research on the German capital market : with 60 tables
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Empirische Forschung und wirtschaftspolitische Beratung : Festschrift für Hans-Jürgen Krupp zum 65. Geburtstag
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Energy economics and financial markets
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Essays on the common currency, real financial market exchange rates and capital flows
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Exchange rate policies, prices, and supply-side response : a study of transitional economies
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Exchange rates and global financial policies
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Exchange rates, economic integration and the international economy : [the collected papers of this volume were originally presented at the International Conference on Exchange Rates, Economic Integration and the International Economy, held at Ryerson University, Toronto, May 17 - 19, 2002]
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Fifty years of development economics : from planning to liberalization ; essays in honour of Prof. P.R. Brahmananda
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Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach
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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:
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