Optimization and statistical methods for high frequency finance

DOI10.1051/PROC/201445022zbMATH Open1401.91561OpenAlexW1980166094MaRDI QIDQ3465859FDOQ3465859

Authors: M. Hoffmann, Mauricio Labadie, Charles-Albert Lehalle, Gilles Pagès, Huyên Pham, Mathieu Rosenbaum 

Publication date: 29 January 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201445022

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Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Financial applications of other theories (91G80)

Cited In (3)

• Separating information maximum likelihood method for high-frequency financial data
• Title not available (Why is that?)
• Quantization dimensions of compactly supported probability measures via Rényi dimensions

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