Estimating phenomenological parameters in multi-assets markets
From MaRDI portal
Publication:5301147
zbMATH Open1267.91085MaRDI QIDQ5301147FDOQ5301147
Authors: Giacomo Raffaelli, Matteo Marsili 
Publication date: 2 July 2013
Recommendations
- Dynamic instability in a phenomenological model of correlated assets
- Dynamic instability in generic model of multi-assets markets
- Ising model of financial markets with many assets
- Non-stationarity in financial markets: dynamics of market states versus generic features
- A feedback model for the financialization of commodity markets
Cited In (5)
- Closed-form Approximations in Multi-asset Market Making
- Multi-asset empirical martingale price estimators derivatives
- Dynamic instability in a phenomenological model of correlated assets
- Multivariate asset price dynamics with stochastic covariation
- Dynamic instability in generic model of multi-assets markets
This page was built for publication: Estimating phenomenological parameters in multi-assets markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5301147)
