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 Journal/Magazine › Journal article › peer-review

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 Journal/Magazine › Journal article › peer-review

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 Journal/Magazine › Journal article › peer-review