Christopher Ting
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Algorithmic Finance | 2022-04-04 | Paper |
| MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH International Journal of Theoretical and Applied Finance | 2020-01-16 | Paper |
| The term structure of S\&P 100 model-free volatilities Quantitative Finance | 2014-02-20 | Paper |
| The impact of transaction duration, volume and direction on price dynamics and volatility Quantitative Finance | 2011-04-28 | Paper |
| Optimal liquidation strategies and their implications Journal of Economic Dynamics and Control | 2009-05-18 | Paper |
| Microscopic chaos and Gaussian diffusion processes Physica A | 2002-05-12 | Paper |
Research outcomes over time
This page was built for person: Christopher Ting
