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language:"eng"
~person:"Abergel, Frédéric"
~subject:"Bourse"
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Abergel, Frédéric
Hung, Pi-Hsia
9
Lien, Da-hsiang Donald
8
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7
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6
Giot, Pierre
6
Lehalle, Charles-Albert
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Journal of mathematical finance
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ECONIS (ZBW)
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1
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
2
Limit order books
Abergel, Frédéric
;
Anane, Marouane
;
Chakraborti, Anirban
-
2016
Persistent link: https://www.econbiz.de/10011454839
Saved in:
3
Price jump prediction in a limit order book
Zheng, Ban
;
Moulines, Eric
;
Abergel, Frédéric
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10010239589
Saved in:
4
Market microstructure : confronting many viewpoints
Abergel, Frédéric
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009524952
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