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~isPartOf:"NES working paper series : working paper"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Caballero, Ricardo J."
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Lux, Thomas"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Working Paper"
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Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
Ölpreis
Bid-ask spread
1
Electronic trading
1
Elektronisches Handelssystem
1
Futures
1
Geld-Brief-Spanne
1
Handelsvolumen der Börse
1
Market microstructure
1
Marktmikrostruktur
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Trading volume
1
Volatility
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Zeitreihenanalyse
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high-frequency trad-ing
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intraday patterns
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invariance
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market microstructure
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time series
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volatility
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Caballero, Ricardo J.
Degiannakis, Stavros
Hammoudeh, Shawkat
Lux, Thomas
Yoon, Seong-min
Obižaeva, Anna
5
Bondarenko, Oleg
3
Kyle, Albert S.
3
Bae, Kyoung-hun
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NES working paper series : working paper
Working paper / National Bureau of Economic Research, Inc.
21
Economics working paper
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Kiel working paper
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CREATES research paper
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Massachusetts Institute of Technology Department of Economics working paper series : working paper
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Working paper
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Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
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