EconStor >

Search Results

 
for  

Results 171-180 of 443.


Item hits:

DateTitle Authors
2006 Estimating liquidity using information on the multivariate trading processBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2007 An inflated Multivariate Integer Count Hurdle model: an application to bid and ask quote dynamicsBien, Katarzyna / Nolte, Ingmar / Pohlmeier, Winfried
2007 Estimating high-frequency based (co-) variances: a unified approachNolte, Ingmar / Voev, Valeri
2007 Loss aversion and mental accounting: the favorite longshot bias in parimutuel bettingQiu, Jianying
2014 Market vs. Residence Principle: Experimental Evidence on the Effects of a Financial Transaction TaxHuber, Jürgen / Kirchler, Michael / Kleinlercher, Daniel / Sutter, Matthias
2008 Asymptotic maturity behavior of the term structureSchulze, Klaas
2014 Leverage effect in energy futuresKristoufek, Ladislav
2013 Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approachAdams, Zeno / Füss, Roland / Gropp, Reint
2013 Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiencyBibinger, Markus / Hautsch, Nikolaus / Malec, Peter / Reiss, Markus
2015 Who trades on momentum?Baltzer, Markus / Jank, Stephan / Smajlbegovic, Esad

Back 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 Next