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Computation of autocorrelations of interdeparture times by numerical transform inversion
Blanc, J. P.
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617292
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The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660994
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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Garch and irregularly spaced data
Meddahi, Nour
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Renault, Eric
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2003
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Stochastic
volatility
models with transaction time risk
Renault, Eric
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contributor
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Werker, Bas J. M.
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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Volatility
spillover effects in European equity markets
Baele, Lieven
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2003
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[Elektronische Ressource]
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The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
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2000
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Location choice by households and polluting firms : an evolutionary approach
Dijkstra, Bouwe R.
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2004
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Aggregation of productivity indices : the allocative effiency correction
Raa, Thijs ten
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2004
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