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Zeige Ergebnisse 1 bis 25 von 27.
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Noise Traders? Trigger Rates, FX Options, and Smiles
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
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Interaktion, Erwartungen und Preisbildung
ein neuronales Kapitalmarktmodell -
Noise traders' trigger rates, FX options, and smiles
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The Markov switching ACD model
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How do investors' expectations drive asset prices?
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The determinants of BUND-future price changes
an ordered probit analysis using DTB and LIFFE data -
Short sale bans may improve market quality during crises: new evidence from the 2020 Covid crash
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Ultra high frequency volatility estimation with dependent microstructure noise
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How do investors' expectations drive asset prices?
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Indirect estimation of the parameters of agent based models of financial markets
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Ökonomische Analyse des Energiehandels am Beispiel der European Energy Exchange
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Informationsbasierter Aktienhandel über IBIS
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A global optimization heuristic for estimating agent based models
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The Markov switching ACD model
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Der chinesische Aktienmarkt
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The microstructure of the Euro money market
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Liquiditätsmessung auf experimentellen Aktienmärkten
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Marketmaking in the laboratory
does competition matter? -
The determinants of BUND future price changes
an ordered probit analysis using DTB and LIFFE data -
The anatomy of a call market
evidence from Germany -
Was leisten die Kursmakler?
eine empirische Untersuchung am Beispiel der Frankfurter Wertpapierbörse -
Competition with supply and demand functions
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Volatility of interest rates in the Euro area
evidence from high frequency data -
The anatomy of a call market : evidence from Germany