//--> //--> //--> //-->
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
Option Market Microstructure a...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
40,969
Volatilität
39,877
Theorie
10,998
Theory
10,908
Börsenkurs
9,353
Share price
9,326
Schätzung
8,506
Estimation
8,472
Capital income
7,074
Kapitaleinkommen
7,074
ARCH-Modell
6,391
ARCH model
6,381
Aktienmarkt
5,857
Stock market
5,840
Welt
5,351
World
5,332
Markt
5,268
Market
5,093
USA
4,713
United States
4,641
Exchange rate
4,581
Wechselkurs
4,580
Stochastischer Prozess
3,891
Stochastic process
3,879
Optionspreistheorie
3,849
Option pricing theory
3,837
Prognoseverfahren
3,796
Forecasting model
3,784
Zeitreihenanalyse
3,179
Time series analysis
3,161
Risk
2,650
volatility
2,649
Risiko
2,582
Oil price
2,359
Ölpreis
2,357
Spillover-Effekt
2,323
Spillover effect
2,320
Finanzmarkt
2,209
Financial market
2,206
Portfolio-Management
2,194
more ...
less ...
Online availability
All
Free
19,024
Undetermined
12,209
Type of publication
All
Article
27,441
Book / Working Paper
22,996
Other
360
Journal
109
Type of publication (narrower categories)
All
Article in journal
23,676
Aufsatz in Zeitschrift
23,676
Graue Literatur
8,390
Non-commercial literature
8,390
Working Paper
7,875
Arbeitspapier
7,516
Aufsatz im Buch
1,658
Book section
1,658
Hochschulschrift
1,054
Thesis
836
Collection of articles of several authors
413
Sammelwerk
413
Aufsatzsammlung
221
Collection of articles written by one author
213
Sammlung
213
Amtsdruckschrift
190
Government document
190
Market information
187
Marktinformation
187
Article
180
Bibliografie enthalten
160
Bibliography included
160
Konferenzschrift
159
Conference paper
156
Konferenzbeitrag
156
research-article
102
Conference proceedings
98
Dissertation u.a. Prüfungsschriften
96
Statistik
77
Statistics
66
Forschungsbericht
57
Advisory report
47
Gutachten
47
Systematic review
46
Übersichtsarbeit
46
Case study
42
Fallstudie
42
Lehrbuch
38
Textbook
33
No longer published / No longer aquired
31
more ...
less ...
Language
All
English
44,471
Undetermined
3,801
German
1,826
French
228
Spanish
171
Russian
148
Polish
106
Portuguese
59
Italian
49
Czech
20
Ukrainian
14
Romanian
13
Hungarian
12
Lithuanian
11
Swedish
11
Dutch
9
Croatian
8
Serbian
4
Danish
3
Norwegian
3
Chinese
3
Afrikaans
2
Indonesian
2
Japanese
2
Slovak
2
Slovenian
2
Bulgarian
1
Modern Greek (1453-)
1
Estonian
1
Kazakh
1
Macedonian
1
Nepali
1
more ...
less ...
Author
All
McAleer, Michael
360
Gupta, Rangan
248
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
141
Bouri, Elie
115
Diebold, Francis X.
115
Pierdzioch, Christian
105
Andersen, Torben
98
Aizenman, Joshua
95
Ma, Feng
94
Spagnolo, Nicola
94
Hammoudeh, Shawkat
82
Koopman, Siem Jan
80
Bekaert, Geert
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Caporin, Massimiliano
71
Tiwari, Aviral Kumar
71
Kočenda, Evžen
70
Hautsch, Nikolaus
69
McMillan, David G.
69
Todorov, Viktor
69
Lucey, Brian M.
68
Chiarella, Carl
65
Asai, Manabu
64
Corbet, Shaen
63
Lux, Thomas
62
Clements, Adam
58
Gil-Alaña, Luis A.
58
Kang, Sang Hoon
58
Wohar, Mark E.
58
Christoffersen, Peter F.
57
Ghysels, Eric
57
Hafner, Christian M.
56
Mensi, Walid
56
Caballero, Ricardo J.
55
Buch, Claudia M.
54
Fernández-Villaverde, Jesús
53
more ...
less ...
Institution
All
National Bureau of Economic Research
525
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
235
C.E.P.R. Discussion Papers
71
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
71
eSocialSciences
60
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
42
Université Paris-Dauphine (Paris IX)
41
HAL
40
EconWPA
39
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Agricultural and Applied Economics Association - AAEA
25
American Enterprise Institute
23
European Association of Agricultural Economists - EAAE
23
World Bank
22
World Bank Group
22
CESifo
21
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
21
Graduate School of Business, Columbia University
21
Centre for Analytical Finance <Århus>
19
Society for Computational Economics - SCE
19
Reserve Bank of Australia
17
Department of Economics and Finance, College of Business and Economics
16
Department of Economics, Oxford University
16
Inter-American Development Bank
16
International Monetary Fund
16
Princeton University Press
15
C.V. Starr Center for Applied Economics, Department of Economics
14
Federal Reserve Bank of St. Louis
14
International Energy Agency
14
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
European Central Bank
13
Foerder Institute for Economic Research, Eitan Berglas School of Economics
13
London School of Economics (LSE)
13
Cowles Foundation for Research in Economics, Yale University
12
Ekonomiska forskningsinstitutet <Stockholm>
12
Harvard Institute of Economic Research (HIER), Department of Economics
12
Institut für Weltwirtschaft
12
Institute of Economic Research, Kyoto University
12
Instituto Valenciano de Investigaciones Económicas (IVIE)
12
International Labour Organization (ILO), United Nations
12
more ...
less ...
Published in...
All
Energy economics
674
Finance research letters
622
NBER working paper series
513
Working paper / National Bureau of Economic Research, Inc.
500
NBER Working Paper
442
International review of financial analysis
425
Applied economics
406
Journal of banking & finance
379
The journal of futures markets
372
International review of economics & finance : IREF
367
Economic modelling
345
The North American journal of economics and finance : a journal of financial economics studies
327
Journal of econometrics
322
Research in international business and finance
296
Applied economics letters
270
Applied financial economics
267
Journal of empirical finance
267
Economics letters
265
Working paper
263
Discussion paper / Centre for Economic Policy Research
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Journal of international money and finance
234
MPRA Paper
234
Discussion paper / Tinbergen Institute
200
Journal of risk and financial management : JRFM
200
Quantitative finance
194
Journal of financial economics
188
CESifo working papers
180
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
175
Pacific-Basin finance journal
173
International Journal of Energy Economics and Policy : IJEEP
171
The European journal of finance
161
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
International journal of finance & economics : IJFE
155
Journal of economic dynamics & control
152
International journal of forecasting
145
Journal of forecasting
134
The review of financial studies
128
more ...
less ...
Source
All
ECONIS (ZBW)
45,369
RePEc
3,969
EconStor
573
BASE
482
USB Cologne (EcoSocSci)
290
Other ZBW resources
135
ArchiDok
84
USB Cologne (business full texts)
4
more ...
less ...
Showing
31
-
40
of
50,906
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Does the simple
microstructure
model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention
Kitamura, Yoshihiro
- In:
Research in international business and finance
36
(
2016
),
pp. 436-446
Persistent link: https://www.econbiz.de/10011594524
Saved in:
32
The information environment, informed trading, and
volatility
Blasco de las Heras, Natividad
;
Corredor, Pilar
- In:
The journal of behavioral finance : a publication of …
18
(
2017
)
2
,
pp. 202-218
Persistent link: https://www.econbiz.de/10012008698
Saved in:
33
FX trading and the exchange rate disconnect puzzle
Evans, Martin D. D.
-
2018
-
First draft
Persistent link: https://www.econbiz.de/10011973578
Saved in:
34
Fake news
Brigida, Matt
;
Pratt, William R.
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 564-573
Persistent link: https://www.econbiz.de/10011938199
Saved in:
35
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
36
Intraday seasonality in efficiency, liquidity,
volatility
, and volume : platinum and gold futures in Tokyo and New York
Iwatsubo, Kentaro
;
Watkins, Clinton
;
Xu, Tao
-
2017
Persistent link: https://www.econbiz.de/10012132608
Saved in:
37
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
38
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
39
Model-free approaches to discern non-stationary
microstructure
noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
40
Order flow information and spot rate dynamics
Evans, Martin D. D.
;
Rime, Dagfinn
- In:
Journal of international money and finance
69
(
2016
),
pp. 45-68
Persistent link: https://www.econbiz.de/10011711887
Saved in:
First
Prev
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...
//-->