Damian Eduardo Taranto
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Person:4554470
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 |
|---|---|---|
| Linear models for the impact of order flow on prices. I. History dependent impact models Quantitative Finance | 2018-11-14 | Paper |
| Linear models for the impact of order flow on prices. II: The mixture transition distribution model Quantitative Finance | 2018-11-14 | Paper |
Research outcomes over time
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