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subject:"Börsenkurs"
~isPartOf:"Journal of econometrics"
~person:"Grammig, Joachim"
~person:"Hess, Dieter"
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Börsenkurs
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1996
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Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation
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Handelsvolumen der Börse
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Market microstructure
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Marktmikrostruktur
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Method of moments
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Grammig, Joachim
Hess, Dieter
Todorov, Viktor
7
Tauchen, George Eugene
6
Li, Jia
5
Kim, Donggyu
4
Wang, Yazhen
3
Xiu, Dacheng
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
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Christensen, Kim
2
Taylor, Robert
2
Yang, Xiye
2
Zhang, Congshan
2
Aït-Sahalia, Yacine
1
Baldovin, Fulvio
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Bekaert, Geert
1
Bhargava, Alok
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Bibinger, Markus
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Boswijk, Herman Peter
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Cai, Zongwu
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Caporin, Massimiliano
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Caraglio, Michele
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Chen, Rui
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Choi, Yongok
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Clinet, Simon
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Cui, Xiangyu
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Darolles, Serge
1
Demetrescu, Matei
1
Dhaene, Geert
1
Dijk, Dick van
1
El Ghouch, Anouar
1
Fan, Jianqing
1
Fernandes, Marcelo
1
Forbes, Catherine Scipione
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Journal of econometrics
Working paper / Centre for Financial Research
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CFS working paper series
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CoFE Discussion Paper
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CoFE discussion papers
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Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
1
European finance review : the official journal of the European Finance Association
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Institutional arrangements for global economic integration
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Journal of banking & finance
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Review of financial economics : RFE
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SFB 649 discussion paper
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
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Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
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2
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
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