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
~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"hun"
~person:"Hautsch, Nikolaus"
~person:"Stein, Jeremy C."
~subject:"Share price"
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
Dynamics of open source moveme...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Bid-ask spread
1
Börsenkurs
1
Estimation
1
Forecasting model
1
Geld-Brief-Spanne
1
Prognoseverfahren
1
Schätzung
1
Stock market
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
bid–ask spreads
1
count data time series
1
forecasting
1
high-frequency data
1
long-memory Poisson autoregression
1
stock market liquidity
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Hungarian
Author
All
Hautsch, Nikolaus
Stein, Jeremy C.
Mills, Terence C.
2
Muradoğlu, Gülnur
2
Timmermann, Allan
2
Abu-Mostafa, Yaser S.
1
Asai, Manabu
1
Asgharian, Hossein
1
Billings, S. A.
1
Black, Angela J.
1
Boot, John C. G.
1
Chen, Yueh H.
1
Coutts, J. Andrew
1
D'Hondt, Catherine
1
Dai, Zhifeng
1
Demirer, Rıza
1
Detollenaere, Benoit
1
Franses, Philip Hans
1
Fuente, David de la
1
Giner, Javier
1
Goddard, John A.
1
Gresnigt, Francine
1
Groß-Klußmann, Axel
1
Gupta, Rangan
1
Hartmann, Daniel
1
Hong, X.
1
Hou, Ai Jun
1
Huu Nhan Duong
1
Härdle, Wolfgang
1
Javed, Farrukh
1
Jeong, Kiho
1
Kanas, Angelos
1
Karathanasopoulos, Andreas
1
Khashanah, Khaldoun
1
Kil, David H.
1
Klinkowska, Olga
1
Kole, Erik
1
Koundouri, Phoebe
1
Kourogenis, Nikolaos
1
Lajbcygier, Paul
1
Lam, Kin
1
more ...
less ...
Published in...
All
Journal of forecasting
CFS working paper series
7
SFB 649 discussion paper
6
NBER Working Paper
4
NBER working paper series
4
Working paper / Centre for Financial Research
4
The journal of finance : the journal of the American Finance Association
3
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Journal of economic dynamics & control
2
Working paper / National Bureau of Economic Research, Inc.
2
Applied quantitative finance
1
CORE discussion paper : DP
1
CREATES research paper
1
Discussion paper
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / Department of Economics, University of Copenhagen
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Market microstructure and liquidity
1
SFB 649 Discussion Paper
1
The journal of business : B
1
The quarterly journal of economics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
