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25篇 您的检索式：作者名="Grammig"

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	题名	作者	年代	出处	被引量
1	A comparison of financial duration models via density forecasts 显示文摘	Bauwens L Giot P Grammig J	2004	International Journal of Forecasting2004，20，4：	1
2	Modeling the interdependence of volatility and inter-transaction duration processes显示文摘	Grammig J Wellner M	2002	Journal of Econometrics2002，106，：	1
3	Modeling the interdependence of volatility and inter-transaction duration processes显示文摘	Grammig J Wellner M	2002	Journal of Econometrics2002，106，：	1
4	Non- monotonic Hazard Functions and the Autoregressive Conditional Duration Model显示文摘	GRAMMIG J MAURER K O	2003	Econometrics Journal2003，3，16：	1
5	Limit order books and trade informativeness 显示文摘	Beltran Lopez H Grammig J Menkveld A	2012	European Journal of Finance2012，18，9：	1
6	A family of autoregressive conditional duration models 显示文摘	Fernandes M and Grammig J	2006	Journal of Econometrics2006，130，：	1
7	A family of autoregressive conditional duration models 显示文摘	Fernandes M Grammig J	2006	Journal of Econometrics2006，130，：	1
8	Modeling the interdependence of volatility and intertransaction duration pro- cesses显示文摘	Grammig J W M	2002	Journal of Econometrics2002，106，4：	1
9	Knowing me, knowing you: Trader anonymity and informed trading in parallel mar- kets显示文摘	Grammig J Schiereck D Theissen E	2001	Journal of Financial Markets2001，4，：	1
10	A comparison of financial duration models via density forecasts显示文摘	Bauwens L Giot P Grammig J	2000	International Journal of Forecasting2000，20，4：	1
11	Estimating the probability of informed trading does trade misclassification matter? 显示文摘	Grammig and Theissen E	2006	Journal of Financial Markets2006，，10：	1
12	Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects显示文摘	Joachim Grammig Michael Melvin Christian Schlag	2004	Journal of Empirical Finance2004，，1：	1
13	Internationally Cross - listed Stock Prices During Overlapping Trading Hours:Price Discovery and Exchange Rate Effects 显示文摘	Grammig J Melvin M Schlag C	2005	Journal of Empirical Finance2005，12，1：	1
14	Estimating the Probability of Informed Trading-Does Trade Misclassification Matter?显示文摘	Boehmer E Grammig J Theissen E	2007	Journal of Financial Markets2007，10，1：	1
15	A family of autoregressive conditional duration models显示文摘	Fernandes M Grammig J	2006	Journal of Econometrics2006，130，：	1
16	Non - monotonic hazard functions and the autoregressive conditional duration model 显示文摘	Grammig J Maurer K - O	2000	Econometrics Journal2000，，3：	1
17	Estimating the probability of informed trading—does trade misclassification matter?显示文摘	Ekkehart Boehmer Joachim Grammig Erik Theissen	2006	Journal of Financial Markets2006，，1：	1
18	How large is liquidity risk in an automated auction market? 显示文摘	Giot P Grammig J	2006	Empirical Economics2006，30，4：	1
19	Theissen,Erik,Knowing Me,Knowing You:Trader Anonymity and Informed Trading in Parallel Markets,Journal of Financial Markets显示文摘	Grammig Joachim Schiereck Dirk	2001	(4):385-4122001，，4：	1
20	A new marked point process model for the federal funds rate target: methodology and forecast evaluation 显示文摘	Grammig'J Kehrle K	2008	Journal of Economic Dynamies and Control2008，32，7：	1

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