//--> //--> //--> //-->
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:"Quantitative finance"
~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
Human-robot interactions : ins...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
297
Theory
297
Portfolio selection
126
Portfolio-Management
126
Stochastic process
67
Stochastischer Prozess
67
Volatility
56
Volatilität
56
Forecasting model
50
Prognoseverfahren
50
Börsenkurs
44
Risiko
39
Risk
39
Risikomaß
38
Risk measure
38
Capital income
35
Kapitaleinkommen
35
Experiment
33
Estimation
32
Schätzung
32
Risikomanagement
29
Risk management
29
Mathematical programming
27
Mathematische Optimierung
27
Option pricing theory
26
Optionspreistheorie
26
Market microstructure
24
Marktmikrostruktur
24
CAPM
23
Neural networks
23
Neuronale Netze
23
Securities trading
23
Wertpapierhandel
23
Portfolio optimization
22
Time series analysis
22
Zeitreihenanalyse
22
Hedging
21
Statistical distribution
21
Statistische Verteilung
21
more ...
less ...
Online availability
All
Undetermined
39
Free
5
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Lillo, Fabrizio
4
Abergel, Frédéric
2
Bormetti, Giacomo
2
Bouchaud, Jean-Philippe
2
Chen, Jing
2
Cont, Rama
2
Hawkes, Alan
2
Livieri, Giulia
2
Sornette, Didier
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Ahn, Kwangwon
1
Antonov, Anton
1
Bacry, Emmanuel
1
Bhuyan, Rafiqul
1
Buccheri, Giuseppe
1
Chen, Jingnan
1
Ciacci, Alberto
1
Creamer Guillén, Germán
1
Cucuringu, Mihai
1
Dandapani, Aditi
1
Demirer, Rıza
1
Demos, Guilherme
1
Forde, Martin
1
Gao, Xuefeng
1
Gençay, Ramazan
1
Glukhov, Vacslav
1
Gupta, Rangan
1
Hallam, Mark
1
Hodoshima, Jiro
1
Holý, Vladimír
1
Houlihan, Patrick
1
Hult, Henrik
1
Hultin, Hanna
1
Huptas, Roman
1
Huré, Côme
1
Isaac, Alan Glen
1
Isaenko, Sergei
1
Izumi, Kiyoshi
1
Jarrow, Robert A.
1
more ...
less ...
Published in...
All
Quantitative finance
NBER working paper series
212
Working paper / National Bureau of Economic Research, Inc.
203
NBER Working Paper
161
The journal of finance : the journal of the American Finance Association
142
The review of financial studies
132
Journal of financial economics
114
Journal of banking & finance
112
Discussion paper / Centre for Economic Policy Research
95
Finance research letters
94
International review of financial analysis
81
Journal of empirical finance
80
Journal of economic dynamics & control
74
Economics letters
72
International review of economics & finance : IREF
67
Economic modelling
61
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of financial markets
52
The European journal of finance
51
Applied economics
50
Journal of economic behavior & organization : JEBO
50
Applied economics letters
49
Journal of financial and quantitative analysis : JFQA
49
Review of quantitative finance and accounting
49
The American economic review
48
Research paper series / Swiss Finance Institute
47
Applied financial economics
43
CESifo working papers
40
Journal of econometrics
39
Computational economics
38
Journal of accounting & economics
38
Management science : journal of the Institute for Operations Research and the Management Sciences
38
SFB 649 discussion paper
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of forecasting
36
Pacific-Basin finance journal
36
Journal of international financial markets, institutions & money
35
International journal of theoretical and applied finance
34
Discussion paper / Tinbergen Institute
33
Journal of economic theory
33
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting and trading high frequency volatility on large indices
Liu, Fei
;
Pantelous, Athanasios A.
;
Mettenheim, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
Saved in:
2
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Saved in:
3
Linear models for the impact of order flow on prices, I.: History dependent impact models
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 903-915
Persistent link: https://www.econbiz.de/10011910928
Saved in:
4
Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 917-931
Persistent link: https://www.econbiz.de/10011910934
Saved in:
5
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
6
Statistical tests of distributional scaling properties for financial return series
Hallam, Mark
;
Olmo, Jose
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
Saved in:
7
Volatility dynamics under an endogenous Markov-switching framework : a cross-market approach
Song, Wonho
;
Ryu, Doojin
;
Webb, Robert I.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1559-1571
Persistent link: https://www.econbiz.de/10011913204
Saved in:
8
Modelling the shape of the limit order book
Platania, Federico
;
Serrano, Pedro
;
Tapia, Mikel
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1575-1597
Persistent link: https://www.econbiz.de/10011913208
Saved in:
9
A slightly depressing jump model : intraday volatility pattern simulation
Khashanah, Khaldoun
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
Saved in:
10
High-dimensional Hawkes processes for limit order books : modelling, empirical analysis and numerical calibration
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10011905913
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->