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Bollerslev, Tim
65
Andersen, Torben G.
27
Domowitz, Ian
24
Diebold, Francis X.
16
Bollerslev, T.
9
Baillie, Richard T.
6
Labys, Paul
6
Madhavan, Ananth
5
Zhou, Hao
5
Glen, Jack
4
Tauchen, George
4
Anderson, Torben G.
3
Todorov, Viktor
3
Vega, Clara
3
Yegerman, Henry
3
Andersen, T.G.
2
Andrews, D.W.K.
2
Brandes, Yossi
2
Breitung, J.
2
Brillinger, D.R.
2
Cai, J.
2
Christoffersen, Peter F.
2
Das, Ashish
2
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2
Ebens, Heiko
2
El-Gamal, Mahmoud A.
2
Engle, R.
2
Engle, R.F.
2
Eovaldi, Thomas L.
2
Kretschmer, Uta
2
Meddahi, Nour
2
Mikkelsen, Hans Ole
2
Pigorsch, Christian
2
Wang, Jianxin
2
Wright, Jonathan H.
2
Abdullah, M.Y.
1
Abramson, Ari
1
Acemoglu, Daron
1
Agiakloglou, C.
1
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1
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Journal of econometrics
17
Working paper / National Bureau of Economic Research, Inc
14
The journal of finance : the journal of the American Finance Association
10
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The journal of trading
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of international money and finance
4
Journal of empirical finance
3
The review of economics and statistics
3
International economic review
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of international economics
2
The journal of economic history
2
Advances in quantitative analysis of finance and accounting : a research annual
1
European financial management : the journal of the European Financial Management Association
1
Institutional investor
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
Risk : managing risk in the world's financial markets
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
Technical working paper / National Bureau of Economic Research
1
The American economic review
1
The journal of futures markets
1
The journal of law & economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
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OLC EcoSci
ECONIS (ZBW)
375
RePEc
230
BASE
13
EconStor
13
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1
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Order flow and the bid-ask spread: An empirical probability model of screen-based trading
Bollerslev, Tim
;
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of economic dynamics & control
21
(
1997
)
8-9
,
pp. 1471-1492
Persistent link: https://www.econbiz.de/10006792299
Saved in:
2
Trading Patterns and Prices in the Interbank Foreign Exchange Market
Bollerslev, Tim
;
Domowitz, Ian
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1421-1444
Persistent link: https://www.econbiz.de/10006603646
Saved in:
3
ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang
;
Ribarits, Eva
;
Baba, Y.
;
Engle, R.F.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10007718228
Saved in:
4
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.
;
Linton, Oliver B.
;
Andrews, D.W.K.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
Saved in:
5
Crisis and Bankruptcy: The Mediating Role of State Law, 1920–1932
HANSEN, MARY ESCHELBACH
;
HANSEN, BRADLEY A.
;
Balleisen, …
- In:
The journal of economic history
72
(
2012
)
2
,
pp. 448-469
Persistent link: https://www.econbiz.de/10009978568
Saved in:
6
Liquidity, Transaction Costs, and Reintermediation in Electronic Markets
Domowitz, Ian
- In:
Journal of financial services research : JFSR
22
(
2002
)
1
,
pp. 141
Persistent link: https://www.econbiz.de/10007037788
Saved in:
7
Auctions as algorithms: Computerized trade execution and price discovery
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10006804593
Saved in:
8
Country and Currency Risk Premia in an Emerging Market
Domowitz, Ian
;
Glen, Jack
;
Madhavan, Ananth
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 189-216
Persistent link: https://www.econbiz.de/10006700701
Saved in:
9
Electronic Derivatives Exchanges: Implicit Mergers, Network Externalities, and Standardization
Domowitz, Ian
- In:
The quarterly review of economics and finance : journal …
35
(
1995
)
2
,
pp. 163-176
Persistent link: https://www.econbiz.de/10007707960
Saved in:
10
The Impact of the Bankruptcy Reform Act of 1978 on Consumer Bankruptcy
Domowitz, Ian
;
Eovaldi, Thomas L.
- In:
The journal of law & economics
36
(
1993
)
2
,
pp. 803-836
Persistent link: https://www.econbiz.de/10006540325
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