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Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten
Ng, Wing Lon - 2005
Persistent link: https://www.econbiz.de/10003294866
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Modelling irregularly spaced financial data : theory and practice of dynamic duration models
Hautsch, Nikolaus - 2004
Persistent link: https://www.econbiz.de/10001928231
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Duration & Convexity
Wolke, Thomas - 1996
Persistent link: https://www.econbiz.de/10000584714
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Duration, convexity, and other bond risk measures
Fabozzi, Frank J. - 1999
Persistent link: https://www.econbiz.de/10004580106
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Duration : ein Instrument zur Reduzierung des Zinsänderungsrisikos von Anlagen in festverzinslichen Wertpapieren
Kempfle, Winfried - 1990
Persistent link: https://www.econbiz.de/10004861014
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Economists and the stock market : speculative theories of stock market fluctuations
Raines, J. Patrick; Leathers, Charles G. - 2000
Persistent link: https://www.econbiz.de/10000683180
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Algorithmic trading and DMA : an introduction to direct access trading strategies
Johnson, Barry - 2010
Persistent link: https://www.econbiz.de/10008841548
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All about high-frequency trading
Durbin, Michael - 2010
Persistent link: https://www.econbiz.de/10008656433
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Algorithmic and high-frequency trading
Cartea, Álvaro; Jaimungal, Sebastian; Penalva, José - 2015
Persistent link: https://www.econbiz.de/10011309784
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Market beta and factor risk premia in financial markets
Hollstein, Fabian - 2015
Persistent link: https://www.econbiz.de/10011453200