Handbook of high-frequency trading and modeling in finance
DOI10.1002/9781118593486zbMATH Open1380.91010OpenAlexW2486418211MaRDI QIDQ2810197FDOQ2810197
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Publication date: 31 May 2016
Full work available at URL: https://doi.org/10.1002/9781118593486
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- High-frequency trading and probability theory
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- Stochastic mean-reverting trend (SMART) model in quantitative finance
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- Market microstructure and nonlinear dynamics. Keeping financial crisis in context
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- Handbook of financial engineering
- Fractal dimensions of the Rosenblatt process
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- Handbook of recent advances in commodity and financial modeling. Quantitative methods in banking, finance, insurance, energy and commodity markets
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