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~isPartOf:"Journal of econometrics"
~person:"Chiarella, Carl"
~person:"Dow, James"
~person:"Grammig, Joachim"
~subject:"Erwartungsbildung"
~subject:"Share price"
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Erwartungsbildung
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Chiarella, Carl
Dow, James
Grammig, Joachim
Fernandes, Marcelo
2
Gaudecker, Hans-Martin von
2
Liesenfeld, Roman
2
Tauchen, George Eugene
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Journal of econometrics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
NBER working paper series
5
NBER Working Paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Journal of economic dynamics & control
3
The European journal of finance
3
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
IFA working paper
2
Journal of economic behavior & organization : JEBO
2
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
2
Rodney L. White Center for Financial Research
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Swedish House of Finance Research Paper
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The journal of finance : the journal of the American Finance Association
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Working paper / Centre for Financial Research
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ZEW discussion papers
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
CARESS working paper
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Discussion paper / Centre for Economic Policy Research
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Discussion papers of interdisciplinary research project 373
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Diskussionsarbeit
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EUI working paper / ECO
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic complexity : non-linear dynamics, multi-agents economies, and learning ; [...selection of communications presented at the COMPLEXITY2000 workshop held in Aix en Provence, France, 4 - 6 May 2000]
1
European economic review : EER
1
Forschungsberichte / Ludwig Boltzmann Institut zur Analyse Wirtschaftspolitischer Aktivitäten
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
1
Journal of economic theory
1
Journal of financial economics
1
Journal of the European Economic Association
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
New research in financial markets
1
Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
1
Oxford Financial Research Centre economics series
1
Papers and proceedings of the ... annual congress of the European Economic Association
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Quantitative Finance Research Centre Research Paper
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ECONIS (ZBW)
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1
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
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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
Saved in:
3
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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