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Results for market microstructure

Publications & Outputs

  1. Least Squares inference on integrated volatility and the relationship between efficient Prices and noise

    Nolte, I. & Voev, V., 2012, In : Journal of Business and Economic Statistics. 30, 1, p. 94-108 15 p.

    Research output: Contribution to journalJournal article

  2. Trading dynamics in the foreign exchange market: a latent factor panel intensity approach

    Nolte, I. & Voev, V., 2011, In : Journal of Financial Econometrics. 9, 4, p. 685-716 32 p.

    Research output: Contribution to journalJournal article

  3. Modeling a multivariate transaction process

    Nolte, I., 2008, In : Journal of Financial Econometrics. 6, 1, p. 143-170 28 p.

    Research output: Contribution to journalJournal article