Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Limit order market analysis an...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asset ranking
1
Bid-ask spread
1
Börsenkurs
1
Capital income
1
Estimation
1
Estimation theory
1
Geld-Brief-Spanne
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Portfolio selection
1
Portfolio-Management
1
Ranking method
1
Ranking-Verfahren
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Securities trading
1
Share price
1
Sharpe ratio
1
Theorie
1
Theory
1
Wertpapierhandel
1
drawdowns
1
heavy tails
1
unbiased estimator
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Undetermined
1
Author
All
Challet, Damien
3
Published in...
All
Applied mathematical finance
Papers / arXiv.org
23
Physica A: Statistical Mechanics and its Applications
14
Quantitative Finance
4
Quantitative finance
4
Bonn Econ Discussion Papers
2
Journal of economic dynamics & control
2
Market microstructure and liquidity
2
OUP Catalogue
2
Advances in Complex Systems (ACS)
1
Applied Mathematical Finance
1
Bonn Econ Discussion Papers / BGSE
1
Economics - The Open-Access, Open-Assessment E-Journal
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Economics Discussion Papers
1
Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
1
Economics: The Open-Access, Open-Assessment E-Journal
1
Econophysics and sociophysics : trends and perspectives
1
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
1
Finance
1
Finance research letters
1
Game Theory and Information
1
International journal of theoretical and applied finance
1
Journal of Economic Dynamics and Control
1
Journal of Economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic interaction and coordination
1
MPRA Paper
1
Post-Print / HAL
1
Risks : open access journal
1
The European Physical Journal B - Condensed Matter and Complex Systems
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
OLC EcoSci
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The tick-by-tick dynamical consistency of price impact in limit order books
Challet, Damien
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 189-205
Persistent link: https://www.econbiz.de/10009381942
Saved in:
2
Sharper asset ranking from total drawdown durations
Challet, Damien
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011746991
Saved in:
3
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books
Challet, Damien
- In:
Applied mathematical finance
18
(
2011
)
3
,
pp. 189-206
Persistent link: https://www.econbiz.de/10009165444
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
