//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"C.E.P.R. Discussion Papers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"structural time series"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
high-frequency data
1
microstructure
1
structural time series models
1
Online availability
All
Undetermined
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Schotman, Peter C
1
de Jong, Frank
1
Institution
All
C.E.P.R. Discussion Papers
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
6
Surrey Energy Economics Centre (SEEC), School of Economics
6
Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften
4
Economics and Finance Department, Jennings A. Jones College of Business
3
Banco de España
2
Department of Econometrics and Business Statistics, Monash Business School
2
Nationale Bank van België/Banque national de Belqique (BNB)
2
School of Economics and Management, University of Aarhus
2
Southern Agricultural Economics Association - SAEA
2
Tinbergen Instituut
2
Agricultural and Applied Economics Association - AAEA
1
Agricultural and Resource Economics, West Virginia University
1
Centre de recherche en Économie (OFCE), Sciences économiques
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Departamento de Economía, Facultad de Ciencias Sociales
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics, University of Kansas
1
Dipartimento di Statistica, Università degli Studi di Milano-Bicocca
1
Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa
1
Economic Research Southern Africa (ERSA)
1
European Central Bank
1
Faculty of Economics, University of Cambridge
1
ISEG - School of Economics and Management, Department of Economics, University of Lisbon
1
Institute for the Study of Labor (IZA)
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
International Institute of Social and Economic Sciences
1
London School of Economics (LSE)
1
Money Macro and Finance Research Group
1
School of Economics, Finance and Management, University of Bristol
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Suomen Pankki
1
Tilburg University, Center for Economic Research
1
Tinbergen Institute
1
Österreichisches Institut für Wirtschaftsforschung (WIFO)
1
more ...
less ...
Published in...
All
CEPR Discussion Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price Discovery in Fragmented Markets
de Jong, Frank
;
Schotman, Peter C
-
C.E.P.R. Discussion Papers
-
2003
This Paper proposes a
structural
time
series
model for the intra-day price dynamics of fragmented financial markets. We …
Persistent link: https://www.econbiz.de/10005791339
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->