Marcello Rambaldi
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 |
|---|---|---|
| Disentangling and quantifying market participant volatility contributions Quantitative Finance | 2019-10-11 | Paper |
| The role of volume in order book dynamics: a multivariate Hawkes process analysis Quantitative Finance | 2018-11-19 | Paper |
| Analysis of order book flows using a non-parametric estimation of the branching ratio matrix Quantitative Finance | 2018-11-14 | Paper |
Research outcomes over time
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