//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Cost and utilization of tracto...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Market microstructure
6
Marktmikrostruktur
6
Volatility
6
Volatilität
6
Estimation theory
5
Noise Trading
5
Noise trading
5
Schätztheorie
5
Time series analysis
4
Zeitreihenanalyse
4
Analysis of variance
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
USA
3
United States
3
Varianzanalyse
3
Bid-ask spread
2
Capital income
2
Geld-Brief-Spanne
2
Kapitaleinkommen
2
1986-1996
1
1993-2003
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Dauer
1
Deutschland
1
Duration
1
Erwartungsnutzen
1
Exchange rate
1
Expected utility
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Functional analysis
1
Gambling
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
13
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatzsammlung
1
Festschrift
1
more ...
less ...
Language
All
English
13
Author
All
Russell, Jeffrey R.
12
Bandi, Federico M.
5
Engle, Robert F.
3
Tsay, Ruey S.
2
Yang, Chen
2
Bai, Xuezheng
1
Bandi, F. M.
1
Ferstenberg, Robert
1
Ohanissian, Arek
1
Russell, Jeffrey Sanford
1
Tiao, George C.
1
Zhang, Michael Yuanjie
1
Zhu, Yinghua
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of mathematical economics
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Determinants of bid and ask quotes and implications for the cost of trading
Zhang, Michael Yuanjie
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 656-678
Persistent link: https://www.econbiz.de/10003759740
Saved in:
2
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
3
True or spurious long memory? : a new test
Ohanissian, Arek
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
Saved in:
4
Microstructure noise, realized variance, and optimal sampling
Bandi, F. M.
;
Russell, Jeffrey R.
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10003678717
Saved in:
5
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009242529
Saved in:
6
Measuring and modeling execution cost and risk
Engle, Robert F.
;
Ferstenberg, Robert
;
Russell, Jeffrey R.
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 14-28
Persistent link: https://www.econbiz.de/10009669872
Saved in:
7
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
8
Using high-frequency data in dynamic portfolio choice
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Zhu, Yinghua
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 163-198
Persistent link: https://www.econbiz.de/10003761222
Saved in:
9
Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10003289304
Saved in:
10
A discrete-state continuous-time model of financial transactions prices and times : the autoregressive conditional multinomial-autoregressive conditional duration model
Russell, Jeffrey R.
;
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 166-180
Persistent link: https://www.econbiz.de/10002781639
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->