Optimization and statistical methods for high frequency finance

DOI10.1051/PROC/201445022MaRDI QIDQ3465859zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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(3)

• Separating information maximum likelihood method for high-frequency financial data
• scientific article; zbMATH DE number 6324332 (Why is no real title available?)
• Quantization dimensions of compactly supported probability measures via Rényi dimensions

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