Pages that link to "Item:Q5235452"

The following pages link to Disentangling and quantifying market participant volatility contributions (Q5235452):

Displaying 3 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)