//--> //--> //--> //-->
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:"Zeitreihenanalyse"
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
Hedging costs, liquidity, and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
625,586
Theory
610,684
USA
45,757
United States
44,555
Schätzung
31,312
Estimation
30,572
Welt
27,572
World
26,936
Deutschland
24,815
Geldpolitik
23,777
Germany
23,216
Monetary policy
22,993
Portfolio-Management
21,197
Portfolio selection
20,987
Risiko
18,893
Risk
18,706
Mathematische Optimierung
17,159
Mathematical programming
17,054
Insolvenz
15,449
Prognoseverfahren
15,325
Insolvency
15,123
Forecasting model
15,063
Derivat
13,959
Derivative
13,925
Börsenkurs
13,805
Volatilität
13,581
Share price
13,572
Volatility
13,347
Wirtschaftswachstum
13,331
Spieltheorie
13,031
Economic growth
12,771
Time series analysis
12,626
Game theory
12,299
Experiment
11,544
Asymmetrische Information
11,114
Asymmetric information
10,846
Finanzmarkt
10,838
Wettbewerb
10,650
Stochastischer Prozess
10,647
more ...
less ...
Online availability
All
Free
4,164
Undetermined
2,196
Type of publication
All
Book / Working Paper
6,605
Article
6,399
Type of publication (narrower categories)
All
Article in journal
5,876
Aufsatz in Zeitschrift
5,876
Working Paper
3,528
Graue Literatur
3,432
Non-commercial literature
3,432
Arbeitspapier
3,218
Hochschulschrift
552
Thesis
475
Aufsatz im Buch
463
Book section
463
Collection of articles of several authors
147
Sammelwerk
147
Lehrbuch
130
Collection of articles written by one author
112
Sammlung
112
Textbook
109
Bibliografie enthalten
95
Bibliography included
95
Aufsatzsammlung
70
Amtsdruckschrift
56
Government document
56
Konferenzschrift
56
Systematic review
52
Übersichtsarbeit
52
Forschungsbericht
41
Conference proceedings
33
Conference paper
30
Konferenzbeitrag
30
Mehrbändiges Werk
18
Multi-volume publication
18
Rezension
16
Festschrift
15
Bibliografie
12
Handbook
12
Handbuch
12
Einführung
10
Reprint
10
Article
7
Statistik
6
Mikroform
4
more ...
less ...
Language
All
English
12,409
German
411
French
76
Spanish
65
Italian
20
Portuguese
13
Polish
8
Dutch
5
Russian
4
Czech
2
Danish
2
Croatian
2
Slovenian
2
Undetermined
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Franses, Philip Hans
139
Koopman, Siem Jan
128
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
111
Caporale, Guglielmo Maria
96
Härdle, Wolfgang
72
Lütkepohl, Helmut
72
Koop, Gary
71
Sibbertsen, Philipp
70
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
McAleer, Michael
62
Swanson, Norman R.
60
Kunst, Robert M.
59
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Hassler, Uwe
52
Lucas, André
52
Feng, Yuanhua
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Lux, Thomas
48
Dijk, Herman K. van
47
Engle, Robert F.
47
Hallin, Marc
47
Marcellino, Massimiliano
47
Bauwens, Luc
45
Proietti, Tommaso
43
Beran, Jan
42
Kapetanios, George
42
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Timmermann, Allan
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
more ...
less ...
Institution
All
National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Institut für Höhere Studien
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
more ...
less ...
Published in...
All
Journal of econometrics
347
International journal of forecasting
319
Economics letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Journal of forecasting
224
Econometric theory
191
Discussion paper / Tinbergen Institute
173
Econometric reviews
133
Economic modelling
114
Applied economics
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Journal of applied econometrics
89
Computational economics
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Working paper
75
CREATES research paper
71
Applied economics letters
69
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
59
Energy economics
57
Cowles Foundation discussion paper
55
Journal of empirical finance
55
NBER working paper series
54
Oxford bulletin of economics and statistics
54
Tinbergen Institute Discussion Paper
50
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Finance research letters
48
SFB 649 discussion paper
48
The econometrics journal
48
European journal of operational research : EJOR
47
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
Econometrics : open access journal
44
more ...
less ...
Source
All
ECONIS (ZBW)
12,680
EconStor
319
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
ArchiDok
1
RePEc
1
Showing
1
-
10
of
13,004
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How does short selling affect
liquidity
in financial markets?
Blau, Benjamin
;
Whitby, Ryan J.
- In:
Finance research letters
25
(
2018
),
pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
Saved in:
2
The determinanants of bid-ask spread in the Guyanese FX market
Khemraj, Tarron
;
Pasha, Sukrishnalall
- In:
The journal of developing areas
48
(
2014
)
2
,
pp. 39-62
Persistent link: https://www.econbiz.de/10010364679
Saved in:
3
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
4
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
5
A SHARP model of bid-ask spread forecasts
Cattivelli, Luca
;
Pirino, Davide
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1211-1225
Persistent link: https://www.econbiz.de/10012305253
Saved in:
6
A multivariate stochastic unit root model with an application to
derivative
pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
7
Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying
Liquidity
in High-Frequency Data
Chen, Richard
-
2017
hidden Ito semimartingales, and discuss how to measure
liquidity
risk using high frequency financial data. In particular, we …. Besides it also enables us to empirically measure aggregate
liquidity
risks by these test statistics. As byproducts …
Persistent link: https://www.econbiz.de/10012970519
Saved in:
8
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
9
Intraday and intranight bid-ask spreads of American-style 3-year treasury bond options trading on the Sydney futures exchange
Jordan, Cara
;
Rose, Lawrence Craig
-
2001
Persistent link: https://www.econbiz.de/10001674891
Saved in:
10
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->