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:"Wertpapierhandel"
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
Incentives and workers' motiva...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Wertpapierhandel
Theorie
305
Theory
305
Portfolio selection
129
Portfolio-Management
129
Stochastic process
54
Stochastischer Prozess
54
Forecasting model
52
Prognoseverfahren
52
Volatility
50
Volatilität
50
Börsenkurs
44
Share price
44
Risikomaß
39
Risk measure
39
Capital income
36
Kapitaleinkommen
36
Risiko
36
Risk
36
Estimation
33
Schätzung
33
Mathematical programming
27
Mathematische Optimierung
27
Risikomanagement
27
Risk management
27
CAPM
25
Market microstructure
23
Marktmikrostruktur
23
Time series analysis
23
Zeitreihenanalyse
23
Securities trading
22
Portfolio optimization
21
Statistical distribution
21
Statistische Verteilung
21
Markov chain
20
Markov-Kette
20
ARCH model
18
ARCH-Modell
18
Neural networks
18
Neuronale Netze
18
more ...
less ...
Online availability
All
Undetermined
18
Free
4
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Abergel, Frédéric
2
Cont, Rama
2
Antonov, Anton
1
Cartea, Álvaro
1
Chang, Patrick
1
Chen, Jingnan
1
Chen, Ying
1
Chua, Wee Song
1
Ciacci, Alberto
1
Cucuringu, Mihai
1
Fatone, Lorella
1
Forde, Martin
1
Gao, Xuefeng
1
Gençay, Ramazan
1
Glukhov, Vacslav
1
Hult, Henrik
1
Hultin, Hanna
1
Huré, Côme
1
Härdle, Wolfgang
1
Isaac, Alan Glen
1
Jarrow, Robert A.
1
Ju, Geonhwan
1
Kim, Kyoung-Kuk
1
Leyvraz, Francois
1
Li, Siguang
1
Lillo, Fabrizio
1
Lim, Dong-Young
1
Livieri, Giulia
1
Lu, Xiaofei
1
Maglaras, Costis
1
Mahmoodzadeh, S.
1
Mariani, Francesca
1
Mertens, Luca Philippe
1
Mitchell, Daniel
1
Moallemi, Ciamac C.
1
Monroy-Castillero, Paulino
1
Morariu-Patrichi, Maxime
1
Mota-Navarro, Roberto
1
Mroczka, Mateusz
1
Oomen, Roel
1
more ...
less ...
Published in...
All
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
47
NBER working paper series
41
The review of financial studies
39
NBER Working Paper
36
Discussion paper / Centre for Economic Policy Research
35
Journal of banking & finance
35
Journal of financial economics
32
Journal of financial markets
31
Research paper series / Swiss Finance Institute
21
The journal of finance : the journal of the American Finance Association
20
Finance research letters
19
International journal of theoretical and applied finance
19
Journal of economic dynamics & control
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
SFB 649 discussion paper
16
CFS working paper series
15
Journal of empirical finance
15
Market microstructure and liquidity
15
Computational economics
13
SFB 649 Discussion Paper
13
Swiss Finance Institute Research Paper
13
International review of financial analysis
12
Journal of economic theory
12
Rodney L. White Center for Financial Research
12
Applied mathematical finance
11
Journal of international financial markets, institutions & money
11
The journal of trading
11
Economic theory : official journal of the Society for the Advancement of Economic Theory
10
Finance and economics discussion series
10
Gabler Edition Wissenschaft
10
Review of quantitative finance and accounting
10
SpringerLink / Bücher
10
Working paper / Centre for Financial Research
10
CFS Working Paper
9
Discussion papers / CEPR
9
Journal of financial and quantitative analysis : JFQA
9
Journal of financial intermediation
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The American economic review
9
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
2
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
3
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
4
CME iceberg order detection and prediction
Zotikov, Dmitry
;
Antonov, Anton
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1977-1992
Persistent link: https://www.econbiz.de/10012696802
Saved in:
5
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
6
Optimal market making in the presence of latency
Gao, Xuefeng
;
Wang, Yunhan
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1495-1512
Persistent link: https://www.econbiz.de/10012295618
Saved in:
7
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:
8
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:
9
Universal features of price formation in financial markets : perspectives from deep learning
Sirignano, Justin
;
Cont, Rama
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1449-1459
Persistent link: https://www.econbiz.de/10012194797
Saved in:
10
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
