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Share price
Stochastischer Prozess
16,889
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16,710
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9,384
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9,372
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3,813
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3,811
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McAleer, Michael
23
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12
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11
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11
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10
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9
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9
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8
Maneesoonthorn, Worapree
8
Martin, Gael M.
8
Li, Jia
7
Mandelbrot, Benoît B.
7
Todorov, Viktor
7
Bauwens, Luc
6
Chang, Chia-Lin
6
Collin-Dufresne, Pierre
6
Fos, Vyacheslav
6
Koopman, Siem Jan
6
Martinet, Guillaume Gaetan
6
Ziemba, William T.
6
Hainaut, Donatien
5
Madan, Dilip B.
5
Sornette, Didier
5
Fernandes, Marcelo
4
Hautsch, Nikolaus
4
Imkeller, Peter
4
Ishida, Isao
4
Kim, Donggyu
4
Oya, Kosuke
4
Paolella, Marc S.
4
Peisl, Bernhard
4
Satchell, Stephen
4
Schlag, Christian
4
Schöbel, Rainer
4
Seeger, Norman
4
Wang, Yazhen
4
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3
Aït-Sahalia, Yacine
3
Benzoni, Luca
3
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3
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2
Judge Institute of Management Studies
1
School of Finance and Business Economics <Perth, Western Australia>
1
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Journal of econometrics
25
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12
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International journal of theoretical and applied finance
11
Quantitative finance
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Journal of economic dynamics & control
10
Journal of empirical finance
9
Annals of finance
8
International review of financial analysis
8
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8
Journal of risk and financial management : JRFM
8
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7
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7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
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7
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7
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6
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6
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6
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6
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5
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Asia-Pacific financial markets
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The journal of futures markets
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ECONIS (ZBW)
650
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1
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1
How tick size affects the high frequency
scaling
of stock return distributions
Curato, Gianbiagio
;
Lillo, Fabrizio
- In:
Financial econometrics and empirical market microstructure
,
(pp. 55-76)
.
2015
Persistent link: https://www.econbiz.de/10011326716
Saved in:
2
Intraday volatility and
scaling
in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Saved in:
3
The effect of price volatility on judgmental forecasts : the correlated response model
Sobolev, Daphne
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 605-617
Persistent link: https://www.econbiz.de/10011746193
Saved in:
4
Comparing high frequency data of stocks that are traded simultaneously in the US and Germany : simulated versus empirical data
Rieger, Jörg
;
Rüchardt, Kirsten
;
Vogt, Bodo
- In:
Eurasian economic review : a journal of the Eurasia …
1
(
2011
)
2
,
pp. 126-142
Persistent link: https://www.econbiz.de/10010340017
Saved in:
5
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
6
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
7
Predator-prey model for stock market fluctuations
Montero, Miquel
- In:
Journal of economic interaction and coordination
16
(
2021
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012428415
Saved in:
8
The effects of stochastic inflation on asset prices
Labadie, Pamela
-
1988
Persistent link: https://www.econbiz.de/10000765366
Saved in:
9
Fractals and
scaling
in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000635535
Saved in:
10
Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer
;
Zhu, Jianwei
-
1998
-
Rev.
Persistent link: https://www.econbiz.de/10000676009
Saved in:
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