Pages that link to "Item:Q5235452"
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The following pages link to Disentangling and quantifying market participant volatility contributions (Q5235452):
Displaying 4 items.
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- (Q5309191) (← links)