Narrow search
Showing 1 - 10 of 33
Cover Image
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim; Wellner, Marc - In: Journal of econometrics 106 (2002) 2, pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Cover Image
Informationsbasierter Aktienhandel über IBIS
Grammig, Joachim; Schiereck, Dirk; Theissen, Erik - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 52 (2000) 7, pp. 619-642
Persistent link: https://www.econbiz.de/10001525670
Cover Image
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim; Maurer, Kai-Oliver - In: The econometrics journal 3 (2000) 1, pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
Cover Image
Simultaneous modeling of price processes and transaction intensities
Grammig, Joachim; Hujer, Reinhard - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 31-52
Persistent link: https://www.econbiz.de/10001650465
Cover Image
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim; Maurer, Kai-Oliver - 1999
Persistent link: https://www.econbiz.de/10001404960
Cover Image
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim; Wellner, Marc - 1999
Persistent link: https://www.econbiz.de/10001377693
Cover Image
Estimating the probability of informed trading : does trade misclassification matter?
Grammig, Joachim (contributor); Theissen, Erik (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828752
Cover Image
Trading activity and liquidity supply in a pure limit order book market : an empirical analysis using a multivariate count data model
Grammig, Joachim; Heinen, Andréas; Rengifo, Erick W. - 2004
Persistent link: https://www.econbiz.de/10002390653
Cover Image
How large is liquidity risk in an automated auction market?
Giot, Pierre; Grammig, Joachim - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 867-887
Persistent link: https://www.econbiz.de/10003233768
Cover Image
Liquidity supply and adverse selection in a pure limit order book market
Frey, Stefan; Grammig, Joachim - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 1007-1033
Persistent link: https://www.econbiz.de/10003233832