Tim Gebbie

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
Correlation emergence and the Epps effect in two coupled limit order books (available as arXiv preprint)	2026-01-01	Paper
Revisiting Trade-sign Long-memory and Square-root Law price impact (available as arXiv preprint)	2026-01-01	Paper
Reflexivity from Hierarchical Causality (available as arXiv preprint)	2026-01-01	Paper
Event-Time Order-Flow Memory, Operational-Time Impact, and Subordinated Market Observables (available as arXiv preprint)	2026-01-01	Paper
Geometric insights into robust portfolio construction International Journal of Theoretical and Applied Finance	2025-06-12	Paper
Detecting discrete processes with the Epps effect Frontiers of Mathematical Finance	2025-04-07	Paper
Non-uniformly sampled simulated price impact of an order-book Journal of Computational and Applied Mathematics	2024-11-05	Paper
Agglomerative likelihood clustering Journal of Statistical Mechanics: Theory and Experiment	2022-01-03	Paper
Malliavin-Mancino estimators implemented with nonuniform fast Fourier transforms SIAM Journal on Scientific Computing	2021-01-26	Paper
Detecting intraday financial market states using temporal clustering Quantitative Finance	2018-11-13	Paper
SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET International Journal of Theoretical and Applied Finance	2009-02-26	Paper
\(1+3\) covariant cosmic microwave background anisotropies. I: Algebraic relations for mode and multipole expansions Annals of Physics	2002-01-30	Paper
\(1+3\) covariant cosmic microwave background anisotropies. II: The almost Friedmann-Lemaître model Annals of Physics	2002-01-30	Paper

Research outcomes over time

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