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~isPartOf:"CEFIR and NES working papers"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Davis, Steven J."
~person:"Diebold, Francis X."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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ARCH model
Börsenkurs
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Electronic trading
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Elektronisches Handelssystem
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Marktmikrostruktur
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Andersen, Torben
Christoffersen, Peter F.
Davis, Steven J.
Diebold, Francis X.
Medeiros, Marcelo C.
Kyle, Albert S.
3
Obizhaeva, Anna A.
3
Bondarenko, Oleg
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Tuzun, Tugkan
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Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2016
Persistent link: https://www.econbiz.de/10011633490
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