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
