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~isPartOf:"Journal of financial markets"
~isPartOf:"Journal of risk and financial management : JRFM"
~language:"eng"
~language:"nor"
~person:"Andersen, Torben"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Kapitaleinkommen
Volatilität
Flash crash
3
Market microstructure
3
Marktmikrostruktur
3
Securities trading
3
VPIN
3
Wertpapierhandel
3
Börsenkurs
2
Electronic trading
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Elektronisches Handelssystem
2
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2
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Forecasting model
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Order flow toxicity
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Order imbalance
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PIN
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Prognoseverfahren
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VIX
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Volatility
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Volatility forecasting
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Aktienmarkt
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Estimation
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Flow toxicity
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Article in journal
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Norwegian
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Andersen, Torben
McAleer, Michael
6
Gupta, Rangan
5
Stivers, Christopher T.
5
Kolari, James W.
4
Wong, Wing Keung
4
Wu, Chunchi
4
Zaremba, Adam
4
Zhang, Jin E.
4
Bakhshi, Priti
3
Bhatti, Muhammad Ishaq
3
Chiang, Thomas C.
3
Fekete-Farkas, Maria
3
Gan, Christopher
3
Koerniadi, Hardjo
3
Krishnan, C. N. V.
3
Maré, E.
3
Ruan, Xinfeng
3
Storti, Giuseppe
3
Wang, Junbo
3
Zhou, Guofu
3
Adrangi, Bahram
2
Ali, Shoaib
2
Allen, David E.
2
Amihud, Yakov
2
Ausloos, Marcel
2
Badshah, Ihsan Ullah
2
Bansal, Naresh K.
2
Baruník, Jozef
2
Baur, Dirk G.
2
Bonato, Matteo
2
Bondarenko, Oleg
2
Boudt, Kris
2
Bouri, Elie
2
Cakici, Nusret
2
Cao, Charles Q.
2
Caporin, Massimiliano
2
Cepni, Oguzhan
2
Chan, Stephen
2
Chatrath, Arjun
2
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Journal of financial markets
Journal of risk and financial management : JRFM
Journal of econometrics
12
The journal of finance : the journal of the American Finance Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric theory
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
2
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
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