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Share price
Stochastischer Prozess
17,211
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16,770
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10,162
Theory
9,915
Fuzzy sets
5,785
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5,696
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3,872
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3,809
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3,266
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3,212
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2,573
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2,561
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1,621
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1,612
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1,547
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1,547
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1,535
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1,497
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1,478
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1,429
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1,073
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1,056
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1,037
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1,035
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954
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946
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899
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892
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890
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826
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680
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McAleer, Michael
23
Lux, Thomas
12
Lüders, Erik
11
Tauchen, George Eugene
11
Platen, Eckhard
10
Hafner, Christian M.
9
Härdle, Wolfgang
9
Forbes, Catherine Scipione
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
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Benzoni, Luca
3
Bibinger, Markus
3
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Judge Institute of Management Studies
1
School of Finance and Business Economics <Perth, Western Australia>
1
University of Canterbury / Dept. of Economics and Finance
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Journal of econometrics
25
International journal of theoretical and applied finance
12
Research paper series / Swiss Finance Institute
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Discussion paper / Tinbergen Institute
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of risk and financial management : JRFM
8
International review of financial analysis
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial econometrics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
SFB 649 discussion paper
7
Swiss Finance Institute Research Paper
7
The European journal of finance
7
Econometric Institute research papers
6
European journal of operational research : EJOR
6
Risks : open access journal
6
Working paper
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Computational economics
5
Discussion papers of interdisciplinary research project 373
5
Econometric reviews
5
Finance and stochastics
5
Journal of financial economics
5
NBER working paper series
5
Applied economics letters
4
Applied mathematical finance
4
Asia-Pacific financial markets
4
Econometrics : open access journal
4
Economic modelling
4
Economics working paper
4
Journal of banking & finance
4
Journal of mathematical finance
4
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
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ECONIS (ZBW)
665
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1
Optionspreistheorie bei vagen Daten
Korolev, Konstantin
-
1999
Persistent link: https://www.econbiz.de/10013444406
Saved in:
2
The impact of investor psychology on stock markets : evidence from France
Dhaoui, Abderrazak
;
Bourouis, Saad
;
Acar Boyacioğlu, Melek
- In:
Journal of academic research in economics
5
(
2013
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10010373986
Saved in:
3
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
4
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
5
On optimal options book execution strategies with market impact
Kalife, Aymeric
;
Mouti, Saad
- In:
Market microstructure and liquidity
2
(
2016
)
3/4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011715825
Saved in:
6
Kyle equilibrium under random price pressure
Corcuera, José Manuel
;
Di Nunno, Giulia
;
Barbachan, …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012065175
Saved in:
7
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
8
Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra
;
Ku, Hyejin
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
Saved in:
9
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
10
Zur Prognose des Deutschen Aktienindex DAX mit Hilfe von Neuro-Fuzzy-Systemen
Dichtl, Hubert
-
1995
-
1. Aufl
Persistent link: https://www.econbiz.de/10000603402
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