//--> //--> //--> //-->
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
~subject:"Computerized method"
~subject:"Deutschland"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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:"Mikrostrukturanalyse"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Computerized method
Deutschland
Volatility
Market microstructure
137
Marktmikrostruktur
137
Theorie
80
Theory
80
Börsenkurs
36
Share price
36
Financial market
33
Finanzmarkt
33
Securities trading
30
Wertpapierhandel
30
Volatilität
24
Agent-based modeling
20
Agentenbasierte Modellierung
20
Aktienmarkt
18
Stock market
18
Estimation
17
Schätzung
17
Anlageverhalten
16
Behavioural finance
16
Germany
14
Bourse
13
Börse
13
Devisenmarkt
13
Foreign exchange market
13
Bid-ask spread
12
Geld-Brief-Spanne
12
Simulation
11
USA
11
United States
11
Electronic trading
10
Elektronisches Handelssystem
10
Experiment
10
Time series analysis
10
Zeitreihenanalyse
10
Handelsvolumen der Börse
9
Trading volume
9
Exchange rate
8
Prediction market
8
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
37
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Conference proceedings
Systematic review
Article in journal
369
Aufsatz in Zeitschrift
369
Graue Literatur
182
Non-commercial literature
182
Working Paper
174
Arbeitspapier
165
Hochschulschrift
45
Thesis
41
Book section
35
Collection of articles written by one author
9
Sammlung
9
Bibliografie enthalten
5
Bibliography included
5
Aufsatzsammlung
3
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
2
Konferenzbeitrag
2
Übersichtsarbeit
2
Bibliografie
1
Elektronischer Datenträger
1
Festschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
37
German
1
Author
All
Hautsch, Nikolaus
4
Theissen, Erik
3
Arneth, Stefan
2
Gerke, Wolfgang
2
Härdle, Wolfgang
2
Kirman, Alan P.
2
Pohlmeier, Winfried
2
Akiba, Hiroya
1
Alfarano, Simone
1
Andreev, Nikolay
1
Aoki, Masanao
1
Aït-Sahalia, Yacine
1
Bandi, Federico M.
1
Bayraktar, Erhan
1
Bhanumurthy, N. R.
1
Bjønnes, Geir H.
1
Bochow, Jörg
1
Booth, Ash
1
Bosch, Robert
1
Brüggelambert, Gregor
1
Chinthalapati, V. L. Raju
1
Cont, Rama
1
Crüger, Arwed
1
Franke, Markus
1
Freihube, Thorsten
1
Garibaldi, U.
1
Gaunersdorfer, Andrea
1
Gerding, Enrico
1
Geyer-Schulz, Andreas
1
Grammig, Joachim
1
Grothmann, R.
1
Hommes, Cars H.
1
Horst, Ulrich
1
Hoser, Bettina
1
Kitamura, Yoshihiro
1
Krahnen, Jan Pieter
1
Kugler, Patrick
1
Lapshin, Victor
1
Lerner, Peter
1
Lux, Thomas
1
more ...
less ...
Published in...
All
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
3
Long memory in economics : with 50 tables
3
Surveys in experimental economics : bargaining, cooperation and election stock markets ; with 58 tables
3
Applied quantitative finance
2
Financial engineering
2
German financial markets and institutions: selected studies
2
Agent-based computational modelling : applications in demography, social, economic and environmental sciences ; with 19 tables
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Application of operations research to financial markets
1
Digital Designs for Money, Markets, and Social Dilemmas
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometric analysis of financial and economic time series ; part a
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
Exchange rate economics : where do we stand?
1
Exchange rates in developed and emerging markets : practices, challenges and economic implications
1
Financial econometrics and empirical market microstructure
1
Financial engineering, E-commerce and supply chain
1
Finanzmärkte im Umbruch
1
Foreign exchange markets
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
Growth, equity, environment and population : economic and sociological perspectives
1
Handbook of financial time series
1
Heterogenous agents, interactions and economic performance
1
Journal of financial economics
1
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
1
Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Stock market volatility
1
The German financial system
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How does the entropy function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
Saved in:
2
High frequency trading strategies, market fragility and price spikes : an agent based model perspective
McGroarty, Frank
;
Booth, Ash
;
Gerding, Enrico
; …
- In:
Application of operations research to financial markets
,
(pp. 217-244)
.
2019
Persistent link: https://www.econbiz.de/10012157446
Saved in:
3
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
4
Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
Saved in:
5
A microstructural effect of Japanese official intervention in the yen/dollar foreign exchange market
Akiba, Hiroya
;
Kitamura, Yoshihiro
;
Matsuda, Shinichi
; …
- In:
Exchange rates in developed and emerging markets : …
,
(pp. 60-74)
.
2013
Persistent link: https://www.econbiz.de/10010212668
Saved in:
6
Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus
-
2001
Persistent link: https://www.econbiz.de/10014378893
Saved in:
7
Price volatility in the context of market microstructure
Lerner, Peter
;
Wu, Chunchi
- In:
Stock market volatility
,
(pp. 51-69)
.
2009
Persistent link: https://www.econbiz.de/10003830405
Saved in:
8
Statistical properties of covariance estimator of microstructure noise : dependence, rare jumps and endogeneity
Ubukata, Masato
;
Oya, Kosuke
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 201-218)
.
2009
Persistent link: https://www.econbiz.de/10003871191
Saved in:
9
Estimating volatility in the presence of market microstructure noise: a review of the theory and practical considerations
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Handbook of financial time series
,
(pp. 577-598)
.
2009
Persistent link: https://www.econbiz.de/10003834187
Saved in:
10
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->