Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Does tick size influence price...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Currency derivative
12
Währungsderivat
12
Theorie
10
Theory
10
Risikoprämie
8
Risk premium
8
CAPM
6
Derivat
6
Derivative
6
Estimation
4
Schätzung
4
USA
4
Deutschland
3
United States
3
Volatility
3
Volatilität
3
1979-1982
2
1980-1988
2
Canada
2
Deutsche Mark
2
Devisenhandel
2
Germany
2
Interest rate parity
2
Kanada
2
Martingal
2
Martingale
2
Statistik
2
Yen
2
Zeitreihenanalyse
2
Zinsparität
2
1981-1985
1
1991
1
ARCH model
1
ARCH-Modell
1
Aktienfonds
1
Arbitrage
1
Canadian
1
Capital mobility
1
Currency
1
more ...
less ...
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
2
Author
All
Morgan, Ieuan G.
2
Trevor, Robert G.
2
Published in...
All
CMBF papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
2
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
