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Search: subject:"Signature plot"
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Semi Markov model for market microstructure
Fodra, Pietro
;
Pham, Huyên
-
HAL
-
2013
obtain closed-form formula for the mean
signature
plot
, and show the diffusive behavior of our model at large scale limit. We …
Persistent link: https://www.econbiz.de/10010821363
Saved in:
2
Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
Saved in:
3
Semi-Markov model for market microstructure
Fodra, Pietro
;
Pham, Huyên
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 261-265
Persistent link: https://www.econbiz.de/10011436207
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