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Robustness of volatility estimation
Li, Yingying - 2008
Persistent link: https://www.econbiz.de/10011573106
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Empirical market microstructure : event flow, endogenous order display and depth imbalance based trading
Belter, Klaus - 2007
Persistent link: https://www.econbiz.de/10003666030
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Macro news and large exchange-rate movements : through the lens of market microstructure
Savaser, Tanseli - 2006
Persistent link: https://www.econbiz.de/10009692348
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Modeling and forecasting volatility in the presence of microstructure noise
Kang, Zhixin - 2008
Persistent link: https://www.econbiz.de/10011405240
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Essays on volatility in the foreign exchange market
Solheim, Haakon - 2004
Persistent link: https://www.econbiz.de/10002833293
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Chartists, fundamentalists, and exchange rate fluctuations
Westerhoff, Frank - 2002
Persistent link: https://www.econbiz.de/10001705401
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Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Gerhard, Frank (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763098