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 |
|---|---|---|
| Quadratic Hawkes processes for financial prices Quantitative Finance | 2018-11-19 | Paper |
| The fine structure of volatility feedback. II: Overnight and intra-day effects Physica A | 2018-09-20 | Paper |
| Dynamic optimal execution in a mixed-market-impact Hawkes price model Finance and Stochastics | 2016-03-29 | Paper |
Research outcomes over time
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