Pages that link to "Item:Q4554420"
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The following pages link to Collective synchronization and high frequency systemic instabilities in financial markets (Q4554420):
Displaying 10 items.
- Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
- A realized volatility approach to option pricing with continuous and jump variance components (Q2292059) (← links)
- On the equivalence between the kinetic Ising model and discrete autoregressive processes (Q4992318) (← links)
- Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- Characterizing financial crises using high-frequency data (Q5079366) (← links)
- Endogenous liquidity crises (Q5135044) (← links)
- Exchange options under clustered jump dynamics (Q5139207) (← links)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← links)
- Detecting states of distress in financial markets: the case of the Italian sovereign debt (Q6614824) (← links)
