//--> //--> //--> //-->
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
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
Improving VWAP strategies: A d...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
43
Theory
43
Liquidity
17
Hedge fund
15
Hedgefonds
15
Liquidität
13
Portfolio selection
12
Portfolio-Management
12
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Estimation theory
7
Investment Fund
7
Investmentfonds
7
Schätztheorie
7
Share price
7
Financial crisis
6
Finanzkrise
6
Securities trading
6
Time series analysis
6
Wertpapierhandel
6
Zeitreihenanalyse
6
Estimation
5
France
5
Frankreich
5
Instrumental variables
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
Welt
5
World
5
ARMA model
4
ARMA-Modell
4
Anlageverhalten
4
Ansteckungseffekt
4
Behavioural finance
4
Contagion effect
4
Devisenmarkt
4
EU countries
4
EU-Staaten
4
more ...
less ...
Online availability
All
Free
60
Undetermined
20
Type of publication
All
Book / Working Paper
108
Article
59
Type of publication (narrower categories)
All
Arbeitspapier
26
Working Paper
26
Article in journal
25
Aufsatz in Zeitschrift
25
Graue Literatur
25
Non-commercial literature
25
Amtsdruckschrift
14
Government document
14
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
89
Undetermined
73
French
5
Author
All
Darolles, Serge
115
Gouriéroux, Christian
40
Le Fol, Gaëlle
38
Gourieroux, Christian
30
Florens, Jean-Pierre
26
LeFol, Gaëlle
22
Idier, Julien
11
Białkowski, Jędrzej
10
Jardet, Caroline
9
Jasiak, Joann
9
Mero, Gulten
8
Renault, Eric
8
Borgy, Vladimir
7
Fol, Gaëlle Le
7
Chevalier, Charles
5
Dudek, Jérémy
5
Laurent, Jean-Paul
5
Vaissié, Mathieu
5
Boyer, Cécile
4
Fan, Yanqin
4
Monfort, Alain
4
Simon, Guillaume
4
Wisniewski, Tomasz Piotr
4
Białkowski, Je̜drzej
3
Emmanuelle, Jay
3
Francq, Christian
3
Gagliardini, Patrick
3
Pegoraro, Fulvio
3
Bialkowski, Jedrzej
2
Bialkowski, Jedrzej Pawel
2
Bohl, Martin T.
2
DAROLLES, Serge
2
Duvaut, Patrick
2
Etebari, Ahmad
2
Gottschalk, Katrin
2
Jakubowski, Jacek
2
Jasiak, Joanna
2
Jay, Emmanuelle
2
Kaufmann, Philipp
2
Lu, Yang
2
more ...
less ...
Institution
All
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
20
Université Paris-Dauphine (Paris IX)
12
Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
3
HAL
3
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
3
Université Paris-Dauphine
2
Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
1
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Département de Sciences Économiques, Université de Montréal
1
Toulouse School of Economics (TSE)
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
20
Economics Papers from University Paris Dauphine
10
Journal of banking & finance
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Journal of econometrics
7
Journal of Banking & Finance
5
Economics letters
3
IDEI Working Papers
3
Journal of empirical finance
3
Working Papers / Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
3
Annales d'économie et de statistique
2
Annals of economics and statistics
2
Banque de France Working Paper
2
Economics Thesis from University Paris Dauphine
2
Financial stability review : FSR
2
International review of financial analysis
2
Journal of Econometrics
2
Journal of economic dynamics & control
2
Open Access publications from Université Paris-Dauphine
2
Université Paris-Dauphine Research Paper
2
Working Papers / HAL
2
Analyse financière
1
Annales d'Economie et de Statistique
1
CEPREMAP Working Papers (Couverture Orange)
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Cahiers de recherche
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Documents de recherche
1
Documents de travail / Banque de France
1
Développements récents de l'analyse économique
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics of risk
1
Economics Letters
1
Emerging Markets Review
1
Emerging markets and sovereign risk
1
Emerging markets review
1
Finance : revue de l'Association Française de Finance
1
Financial analysts journal : FAJ
1
Health Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
87
RePEc
62
OLC EcoSci
17
Other ZBW resources
1
Showing
1
-
10
of
167
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving VWAP strategies: A dynamic volume approach
Białkowski, Jędrzej
;
Darolles, Serge
;
Le Fol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1723
Persistent link: https://www.econbiz.de/10008883983
Saved in:
2
Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
Saved in:
3
Contagion in emerging markets
Darolles, Serge
;
Dudek, Jérémy
;
LeFol, Gaëlle
- In:
Emerging markets and sovereign risk
,
(pp. 45-58)
.
2015
Persistent link: https://www.econbiz.de/10010458450
Saved in:
4
Measuring the liquidity part of volume
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of banking & finance
50
(
2015
),
pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
Saved in:
5
Decomposing volume for VWAP strategies
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
-
2005
Persistent link: https://www.econbiz.de/10003230687
Saved in:
6
Intraday transaction price dynamics
Darolles, Serge
;
Gouriéroux, Christian
;
LeFol, Gaëlle
- In:
Annales d'économie et de statistique
(
2000
),
pp. 207-238
Persistent link: https://www.econbiz.de/10001543535
Saved in:
7
Intrinsic liquidity in conditional volatility models
Darolles, Serge
;
LeFol, Gaëlle
;
Francq, Christian
; …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
Saved in:
8
Gauging liquidity risk in emerging market bond index funds
Darolles, Serge
;
Dudek, Jérémy
;
LeFol, Gaëlle
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 247-269
Persistent link: https://www.econbiz.de/10011592748
Saved in:
9
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
10
Timing the size risk premia
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 111-158
Persistent link: https://www.econbiz.de/10014253302
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...
//-->