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~subject:"Volatilität"
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Volatilität
Schätzung
131,180
Estimation
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Theorie
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Wechselkurs
8,617
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Finanzmarkt
8,494
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8,345
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McAleer, Michael
299
Gupta, Rangan
247
Caporale, Guglielmo Maria
180
Bollerslev, Tim
146
Bouri, Elie
116
Chang, Chia-Lin
114
Pierdzioch, Christian
114
Diebold, Francis X.
110
Spagnolo, Nicola
99
Andersen, Torben
98
Aizenman, Joshua
96
Ma, Feng
94
Härdle, Wolfgang
86
Bekaert, Geert
81
Koopman, Siem Jan
81
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Tiwari, Aviral Kumar
71
Todorov, Viktor
70
Caporin, Massimiliano
68
McMillan, David G.
68
Buch, Claudia M.
67
Lux, Thomas
66
Asai, Manabu
64
Kočenda, Evžen
63
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
60
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
57
Caballero, Ricardo J.
55
Mensi, Walid
54
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Clements, Adam
52
Salisu, Afees A.
52
Mumtaz, Haroon
51
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National Bureau of Economic Research
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49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
19
World Bank
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International Monetary Fund
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National Centre of Competence in Research North South <Bern>
17
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Svenska Handelshögskolan <Helsinki>
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European University Institute / Department of Economics
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Internationaler Währungsfonds / Research Department
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Swiss National Centre of Competence in Research North South <Bern>
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
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Instituto Valenciano de Investigaciones Económicas
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Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
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Massachusetts Institute of Technology / Department of Economics
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National Centre of Competence in Research - Financial Valuation and Risk Management
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The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
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Energy economics
650
Finance research letters
616
NBER working paper series
489
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
418
Applied economics
384
Journal of banking & finance
374
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
289
Applied financial economics
265
Applied economics letters
264
Journal of empirical finance
264
Working paper
260
Economics letters
257
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
240
Journal of international money and finance
232
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
196
Quantitative finance
194
Journal of financial economics
191
CESifo working papers
172
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
122
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ECONIS (ZBW)
39,826
EconStor
681
USB Cologne (business full texts)
152
USB Cologne (EcoSocSci)
129
OLC EcoSci
11
BASE
6
RePEc
5
ArchiDok
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1
Algorithmic trading efficiency and its impact on market-quality
Dubey, Ritesh Kumar
;
Babu, A. Sarath
;
Jha, Rajneesh Ranjan
- In:
Asia Pacific financial markets
29
(
2022
)
3
,
pp. 381-409
Persistent link: https://www.econbiz.de/10013397503
Saved in:
2
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
3
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
4
Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga
;
Adachi, Takanori
;
Nakatsuma, Teruo
; …
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
Saved in:
5
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
6
Brunt of technology in stock trading : empirical evaluation of movement in trading modes
Ravinagarajan, Janani
;
Sophia, Sharon
- In:
International journal of electronic finance : IJEF
12
(
2023
)
2
,
pp. 117-141
Persistent link: https://www.econbiz.de/10014309639
Saved in:
7
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
8
Wettbewerb, Liquidität und die Rolle von Intermediation im
Wertpapierhandel
Freihube, Thorsten
-
2004
Persistent link: https://www.econbiz.de/10002122262
Saved in:
9
High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen
;
Hellara, Slaheddine
;
Ghadhab, Imen
- In:
Research in international business and finance
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012549814
Saved in:
10
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
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