Alexander Ristig

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
Jump detection in high-frequency order prices Journal of Econometrics	2026-02-18	Paper
Penalized estimation of hierarchical Archimedean copula Journal of Multivariate Analysis	2024-03-25	Paper
Theoretical and empirical analysis of trading activity Mathematical Programming. Series A. Series B	2020-06-15	Paper
Modeling time-varying dependencies between positive-valued high-frequency time series Copulae in Mathematical and Quantitative Finance	2013-09-20	Paper

Research outcomes over time

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