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subject:"Share price"
subject:"World"
~person:"Lillo, Fabrizio"
~person:"Schröder, Michael"
~subject:"Markov-Kette"
~type_genre:"Book section"
~type_genre:"Multi-volume publication"
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Share price
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6
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3
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Lillo, Fabrizio
Schröder, Michael
Graff, Michael
5
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5
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5
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4
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4
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The complex dynamics of economic interaction : essays in economics and econophysics
2
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Financial econometrics and empirical market microstructure
1
The new capital markets in Central and Eastern Europe : with 131 tables
1
Währungsunion und Weltwirtschaft : Festschrift für Wilhelm Hankel
1
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ECONIS (ZBW)
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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:
2
Modeling the dynamics of a financial index after a crash
Lillo, Fabrizio
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 143-151)
.
2004
Persistent link: https://www.econbiz.de/10002415038
Saved in:
3
Price impact function of a single transaction
Lillo, Fabrizio
;
Farmer, J. Doyne
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 153-160)
.
2004
Persistent link: https://www.econbiz.de/10002415112
Saved in:
4
Ein dynamisches Hürdenmodell für diskrete Transaktionspreisänderungen auf Finanzmärkten
Liesenfeld, Roman
- In:
Empirische Wirtschaftsforschung : Methoden und …
,
(pp. 153 - 177)
.
2003
Persistent link: https://www.econbiz.de/10014554667
Saved in:
5
Investments in CEE capital markets : benefits from diversification and optimal portfolios
Schröder, Michael
- In:
The new capital markets in Central and Eastern Europe : …
,
(pp. 466-482)
.
2001
Persistent link: https://www.econbiz.de/10001586668
Saved in:
6
Über den Zusammenhang von Finanzmarkterwartungen : USA und Deutschland
König, Heinz
;
Dornau, Robert
;
Schröder, Michael
- In:
Währungsunion und Weltwirtschaft : Festschrift für …
,
(pp. 295-309)
.
1999
Persistent link: https://www.econbiz.de/10001387467
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