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Three essays in financial economics
Jurkatis, Simon Willi - 2018
Persistent link: https://www.econbiz.de/10012169133
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Special section: Asia-Pacific market microstructure
Comerton-Forde, Carole (contributor) - In: Pacific-Basin finance journal 17 (2009) 5, pp. 525-564
Persistent link: https://www.econbiz.de/10003895305
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Market microstructure : confronting many viewpoints
Abergel, Frédéric (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009524952
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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High-frequency trading in fragmented European equity markets : implications for market quality
Haferkorn, Martin - 2017
Persistent link: https://www.econbiz.de/10011875876
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Volatility : risk and uncertainty in financial markets
Schwartz, Robert A. (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10008760187
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Econometric analysis of time-varying volatility in financial markets
Laursen, Bo - 2017
Persistent link: https://www.econbiz.de/10011818415
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax - 2018
Persistent link: https://www.econbiz.de/10011818780
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Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana - 2018
Persistent link: https://www.econbiz.de/10011947759