Manh Cuong Pham

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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!

PublicationDate of PublicationType
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
Journal of Econometrics
2024-06-12Paper
The effects of trade size and market depth on immediate price impact in a limit order book market
Journal of Economic Dynamics and Control
2021-11-16Paper


Research outcomes over time


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