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1
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken
-
1999
Persistent link: https://www.econbiz.de/10001373089
Saved in:
2
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10001373117
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3
Order flows, delta hedging and exchange rate dynamics
Rzepkowski, Bronka
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002419329
Saved in:
4
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
5
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
-
2021
Persistent link: https://www.econbiz.de/10012604814
Saved in:
6
High-frequency trading and market performance
Baldauf, Markus
;
Mollner, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012161455
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7
Introduction to the thesis: Essays on empirical market microstructure
Nyholm, Ken
-
1999
Persistent link: https://www.econbiz.de/10001373124
Saved in:
8
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
-
2017
Persistent link: https://www.econbiz.de/10011691484
Saved in:
9
Volatility
co-movement and the great moderation : an empirical analysis
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2016
volatility
of US and UK GDP growth appears to have become increasingly correlated in the recent past. …
Persistent link: https://www.econbiz.de/10011554403
Saved in:
10
Multivariate stochastic
volatility
models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
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