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~person:"Bouchaud, Jean-Philippe"
~subject:"Börsenkurs"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Bouchaud, Jean-Philippe
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Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
Saved in:
2
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
Saved in:
3
The short-term price impact of trades is universal
Tóth, Bence
;
Eisler, Zoltán
;
Bouchaud, Jean-Philippe
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011923328
Saved in:
4
Slow decay of impact in equity markets
Brokmann, X.
;
Sérié, E.
;
Kockelkoren, J.
;
Bouchaud, …
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011588208
Saved in:
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