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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Vereinigte Staaten
31
Georgia
15
Time series analysis
10
Zeitreihenanalyse
10
Market microstructure
9
Atlanta <Georgia>
8
Estimation theory
8
Georgia (Country)
8
Georgien
8
Schätztheorie
8
Theorie
8
Theory
8
Volatility
8
Volatilität
8
Noise Trading
6
Noise trading
6
Nahrungsmittelmarkt
5
USA
5
United States
5
Dairy industry
4
Milchverarbeitung
4
Stochastic process
4
Stochastischer Prozess
4
ARCH model
3
ARCH-Modell
3
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
Dauer
3
Duration
3
Forecasting model
3
Milchmarkt
3
Milchwirtschaftsbetrieb
3
Private consumption
3
Privater Konsum
3
Prognoseverfahren
3
Varianzanalyse
3
Agrarbetrieb
2
Atlanta
2
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English
9
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Russell, Jeffrey R.
9
Bandi, Federico M.
5
Engle, Robert F.
2
Yang, Chen
2
Bandi, F. M.
1
Tsay, Ruey S.
1
Zhang, Michael Yuanjie
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Journal of econometrics
2
Discussion paper / Department of Economics, University of California San Diego
1
Financial engineering
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
1
Journal of financial economics
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ECONIS (ZBW)
9
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1
Determinants of bid and ask quotes and implications for the cost of trading
Zhang, Michael Yuanjie
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 656-678
Persistent link: https://www.econbiz.de/10003759740
Saved in:
2
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
3
Analysis of high-frequency data
Russell, Jeffrey R.
;
Engle, Robert F.
-
2010
Persistent link: https://www.econbiz.de/10003900661
Saved in:
4
Microstructure noise, realized variance, and optimal sampling
Bandi, F. M.
;
Russell, Jeffrey R.
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10003678717
Saved in:
5
Volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Financial engineering
,
(pp. 183-222)
.
2008
Persistent link: https://www.econbiz.de/10003567122
Saved in:
6
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009242529
Saved in:
7
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
8
Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10003289304
Saved in:
9
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
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