//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Cucuringu, Mihai"
~person:"Potiron, Yoann"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Stock market"
~type:"article"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Microstructure of markets"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Share price
Stock market
Börsenkurs
7
Market microstructure
7
Marktmikrostruktur
7
Market microstructure noise
4
Noise Trading
4
Noise trading
4
Securities trading
4
Volatility
4
Volatilität
4
Wertpapierhandel
4
Estimation theory
3
High frequency data
3
Integrated volatility
3
Quasi-maximum likelihood estimator
3
Schätztheorie
3
Efficient price
2
Estimation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Aktienmarkt
1
Analysis of variance
1
Bid-ask spread
1
Capital income
1
Cross-impact
1
Financial market
1
Finanzmarkt
1
Geld-Brief-Spanne
1
Handelsvolumen der Börse
1
Information
1
Jumps
1
Kapitaleinkommen
1
Limit order book
1
Limit orderbooks
1
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Cucuringu, Mihai
Potiron, Yoann
Hung, Pi-Hsia
8
O'Hara, Maureen
7
Theissen, Erik
7
Frijns, Bart
6
Lien, Da-hsiang Donald
6
Lillo, Fabrizio
6
Abergel, Frédéric
5
Andersen, Torben
5
Bouchaud, Jean-Philippe
5
Nolte, Ingmar
5
Schwartz, Robert A.
5
Yamamoto, Ryuichi
5
Al-Yahyaee, Khamis Hamed
4
Bollerslev, Tim
4
Cont, Rama
4
Easley, David
4
Frino, Alex
4
Gau, Yin-feng
4
Grammig, Joachim
4
Hautsch, Nikolaus
4
Li, Yingying
4
Stoll, Hans R.
4
Tourani Rad, Alireza
4
Tóth, Bence
4
Alfonsi, Aurélien
3
Ben Ammar, Imen
3
Bormetti, Giacomo
3
Cepoi, Cosmin Octavian
3
Chen, Jing
3
Chung, Kee H.
3
Clinet, Simon
3
Dijk, Dick van
3
Gurgul, Henryk
3
Hellara, Slaheddine
3
Horst, Ulrich
3
Ibikunle, Gbenga
3
Inci, Ahmet Can
3
Indriawan, Ivan
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Quantitative finance
2
Applied mathematical finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
2
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:
3
Fragmentation, price formation and cross-impact in bitcoin markets
Albers, Jakob
;
Cucuringu, Mihai
;
Howison, Sam
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 395-448
Persistent link: https://www.econbiz.de/10013411711
Saved in:
4
Disentangling sources of high frequency market microstructure noise
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 18-39
Persistent link: https://www.econbiz.de/10012424496
Saved in:
5
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
6
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
7
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->