Marcello Rambaldi

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
Disentangling and quantifying market participant volatility contributions Quantitative Finance	2019-10-11	Paper
The role of volume in order book dynamics: a multivariate Hawkes process analysis Quantitative Finance	2018-11-19	Paper
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix Quantitative Finance	2018-11-14	Paper

Research outcomes over time

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