Roel C. A. Oomen

Available identifiers

zbMath Open oomen.roel-c-aMaRDI QIDQ295395

List of research outcomes

Publication	Date of Publication	Type
AI-driven liquidity provision in OTC financial markets	2023-06-20	Paper
The drift burst hypothesis	2022-03-16	Paper
Price signatures	2019-09-26	Paper
Execution in an aggregator	2018-11-19	Paper
Last look	2018-11-19	Paper
Covariance measurement in the presence of non-synchronous trading and market microstructure noise	2016-08-10	Paper
Realised quantile-based estimation of the integrated variance	2016-08-04	Paper
Testing for jumps when asset prices are observed with noise -- a ``swap variance approach	2016-06-13	Paper
Zero-intelligence realized variance estimation.	2011-04-06	Paper
High-dimensional covariance forecasting for short intra-day horizons	2010-12-20	Paper
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?	2008-11-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Roel C. A. Oomen