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GRAMMIG, Joachim
10
GIOT, Pierre
6
BAUWENS, Luc
2
BELTRAN-LOPEZ, Héléna
2
HUJER, Reinhard
2
KOKOT, Stefan
2
VEREDAS, David
2
WELLNER, Marc
2
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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CORE Discussion Papers RP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Universität zu Köln - Institut für Finanzmarktforschung - Veröffentlichungen
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1
Commonalities in the order book
BELTRAN-LOPEZ, Héléna
;
GIOT, Pierre
;
GRAMMIG, Joachim
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926581
Saved in:
2
Tackling boundary effects in nonparametric estimation of intra-day liquidity measures
GRAMMIG, Joachim
;
HUJER, Reinhard
;
KOKOT, Stefan
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926959
Saved in:
3
A comparison of financial duration models via density forecasts
BAUWENS, Luc
;
GIOT, Pierre
;
GRAMMIG, Joachim
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927286
Saved in:
4
Modeling the interdependence of volatility and inter-transaction duration processes
GRAMMIG, Joachim
;
WELLNER, Marc
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927555
Saved in:
5
How large is liquidity risk in an automated auction market?
GIOT, Pierre
;
GRAMMIG, Joachim
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010674933
Saved in:
6
Commonalities in the order book
BELTRAN-LOPEZ, Héléna
;
GIOT, Pierre
;
GRAMMIG, Joachim
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675347
Saved in:
7
How large is liquidity risk in an automated auction market?
GIOT, Pierre
;
GRAMMIG, Joachim
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704333
Saved in:
8
A comparison of financial duration models via density forecasts
BAUWENS, Luc
;
GIOT, Pierre
;
GRAMMIG, Joachim
;
VEREDAS, David
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694010
Saved in:
9
Modeling the interdependence of volatility and inter-transaction duration processes
GRAMMIG, Joachim
;
WELLNER, Marc
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694584
Saved in:
10
Tackling boundary effects in nonparametric estimation of intra-day liquidity measures
GRAMMIG, Joachim
;
HUJER, Reinhard
;
KOKOT, Stefan
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695494
Saved in:
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