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Share price
transaction data
55
Consumer behaviour
19
Coronavirus
19
Konsumentenverhalten
19
Transaction data
19
COVID-19
16
Schätzung
16
Estimation
14
Impact assessment
13
Wirkungsanalyse
13
Theorie
12
Private consumption
11
Privater Konsum
11
Theory
11
Börsenkurs
8
Transaction Data
8
Volatility
7
Volatilität
7
market microstructure
7
ARCH model
6
ARCH-Modell
6
Credit card
6
Epidemic
6
Epidemie
6
Export
6
Kreditkarte
6
Market microstructure
6
Preismanagement
6
Pricing strategy
6
USA
6
Zeitreihenanalyse
6
Card transaction data
5
Dauer
5
Duration
5
Electronic money
5
Elektronisches Geld
5
Handelsvolumen der Börse
5
Time series analysis
5
Trading volume
5
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English
7
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Tse, Yiu Kuen
2
Alexakis, Christos A.
1
Cummins, Mark
1
Dong, Yingjie
1
Dowling, Michael
1
Gerhard, Frank
1
Hautsch, Nikolaus
1
Huptas, Roman
1
Liu, Shouwei
1
Liu, Xiaoquan
1
Pappas, Vasileios
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Sin, Chor-yiu
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Journal of empirical finance
2
Annals of financial economics
1
Applied economics
1
Central European journal of economic modelling and econometrics
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CoFE discussion papers
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Journal of econometrics
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ECONIS (ZBW)
7
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1
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
2
A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency
Alexakis, Christos A.
;
Cummins, Mark
;
Dowling, Michael
; …
- In:
Applied economics
50
(
2018
)
36
,
pp. 3949-3965
Persistent link: https://www.econbiz.de/10012060172
Saved in:
3
The UHF-GARCH-type model in the analysis of intraday volatility and price durations : the Bayesian approach
Huptas, Roman
- In:
Central European journal of economic modelling and …
8
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011634876
Saved in:
4
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
5
Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
Tse, Yiu Kuen
;
Dong, Yingjie
- In:
Journal of empirical finance
28
(
2014
),
pp. 352-361
Persistent link: https://www.econbiz.de/10011285621
Saved in:
6
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
Saved in:
7
Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
;
Hautsch, Nikolaus
-
2000
an inspection of conditional transaction probabilities based on Bund future
transaction
data
of the DTB we find a …
Persistent link: https://www.econbiz.de/10011543945
Saved in:
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