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~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Anlageverhalten"
~subject:"Stochastic process"
~subject:"Theorie"
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Anlageverhalten
Stochastic process
Theorie
Börsenkurs
90
Share price
90
Theory
44
Volatility
33
Volatilität
33
Estimation
31
Schätzung
31
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30
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Lillo, Fabrizio
4
Sornette, Didier
3
Abergel, Frédéric
2
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2
Bouchaud, Jean-Philippe
2
Chen, Jing
2
Cont, Rama
2
Grobys, Klaus
2
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2
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2
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2
Tóth, Bence
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Quantitative finance
NBER working paper series
243
Working paper / National Bureau of Economic Research, Inc.
219
Finance research letters
207
Journal of banking & finance
187
NBER Working Paper
178
International review of financial analysis
174
Journal of financial economics
166
The journal of finance : the journal of the American Finance Association
162
The review of financial studies
145
Pacific-Basin finance journal
133
International review of economics & finance : IREF
120
Journal of empirical finance
117
The North American journal of economics and finance : a journal of financial economics studies
110
Discussion paper / Centre for Economic Policy Research
107
Economics letters
88
Economic modelling
87
Review of quantitative finance and accounting
87
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85
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83
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82
The European journal of finance
81
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78
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77
Journal of financial and quantitative analysis : JFQA
73
Research in international business and finance
67
Journal of economic behavior & organization : JEBO
64
Research paper series / Swiss Finance Institute
61
Journal of econometrics
59
Applied financial economics
56
Journal of international financial markets, institutions & money
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
53
The journal of futures markets
49
CESifo working papers
48
The American economic review
48
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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Discussion paper / Tinbergen Institute
47
Journal of accounting & economics
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ECONIS (ZBW)
53
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
3
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
4
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
5
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
6
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
7
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
8
A model of dynamic information production for initial public offerings
Bhuyan, Rafiqul
;
Çetin, Coşkun
;
İzgi, Burhaneddin
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 157-174
Persistent link: https://www.econbiz.de/10014551952
Saved in:
9
From zero-intelligence to queue-reactive : limit-order-book modeling for high-frequency volatility estimation and optimal execution
Mariotti, Tommaso
;
Lillo, Fabrizio
;
Toscano, Giacomo
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 367-388
Persistent link: https://www.econbiz.de/10014232657
Saved in:
10
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
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