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~subject:"Marktmikrostruktur"
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A Market-Clearing Role for Ine...
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Marktmikrostruktur
Quadratic variation
14
Stochastic volatility
13
ECONOMIC GROWTH
9
Realised variance
9
Börsenkurs
8
ECONOMETRICS
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Market microstructure
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Share price
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Wertpapierhandel
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ECONOMIC MODELS
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Kalman filter
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Securities trading
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Theorie
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Auctions
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Estimation theory
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INNOVATIONS
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LABOUR MARKET
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LEARNING
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RESEARCH AND DEVELOPMENT
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Schätztheorie
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Theory
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Vector autoregression
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market microstructure
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Bid-ask spread
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Bidding
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Bipower variation
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Econometrics
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GAME THEORY
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Geld-Brief-Spanne
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INFORMATION
4
Inflation
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Markov chain Monte Carlo
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Openness
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Semimartingales
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Simulation
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Arbeitspapier
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Graue Literatur
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English
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Large, Jeremy
8
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Nuffield College
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Oxford Financial Research Centre
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Oxford Financial Research Centre economics series
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Journal of econometrics
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Journal of financial markets
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ECONIS (ZBW)
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1
Measuring the resiliency of an electronic limit order book
Large, Jeremy
- In:
Journal of financial markets
10
(
2007
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003412607
Saved in:
2
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519502
Saved in:
3
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009242566
Saved in:
4
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003178589
Saved in:
5
Cancellation and uncertainty aversion on limit order books
Large, Jeremy
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983610
Saved in:
6
Cancellation and uncertainty aversion on limit order books
Large, Jeremy
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984061
Saved in:
7
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002689297
Saved in:
8
A market-clearing role for inefficiency on a limit order book
Large, Jeremy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003367574
Saved in:
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