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:"Quantitative 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
Nonparametric model calibratio...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
3
Market microstructure
3
Marktmikrostruktur
3
Securities trading
3
Share price
3
Wertpapierhandel
3
Electronic trading
2
Elektronisches Handelssystem
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Automated trading
1
Bid-ask spread
1
Derivat
1
Derivative
1
Estimation theory
1
Fair pricing
1
Financial market
1
Finanzmarkt
1
Geld-Brief-Spanne
1
Hawkes processes
1
High frequency
1
High-dimensional stochastic control
1
High-frequency data
1
High-frequency trading
1
Implied volatility
1
Limit order book
1
Limit order books
1
Limit orders
1
Local regression
1
Market impact
1
Market liquidity
1
Markov Decision Process
1
Markov chain
1
Markov-Kette
1
Marktliquidität
1
Mathematical programming
1
Mathematische Optimierung
1
Moving average crossovers
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Abergel, Frédéric
4
Bel Hadj Ayed, Ahmed
2
Huré, Côme
1
Loeper, Grégoire
1
Lu, Xiaofei
1
Pham, Huyên
1
Rabeyrin, Jean-Jacques
1
Said, Emilio
1
Thillou, Damien
1
more ...
less ...
Published in...
All
Quantitative finance
Working Papers / HAL
15
Post-Print / HAL
13
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
4
International journal of theoretical and applied finance
3
Market microstructure and liquidity
3
New Economic Windows
3
New economic windows
3
The journal of futures markets
3
The journal of trading
3
Quantitative Finance
2
The Wiley finance series
2
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Futures Markets
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of mathematical finance
1
Journal of risk
1
Physica A: Statistical Mechanics and its Applications
1
Physics of society: econophysics and sociophysics
1
SpringerLink / Bücher
1
The Wiley Finance Ser
1
The journal of investment strategies
1
The journal of portfolio management : JPM
1
Wiley finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-dimensional Hawkes processes for limit order books : modelling, empirical analysis and numerical calibration
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10011905913
Saved in:
2
Challenging the robustness of optimal portfolio investment with moving average-based strategies
Bel Hadj Ayed, Ahmed
;
Loeper, Grégoire
;
Abergel, Frédéric
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 123-135
Persistent link: https://www.econbiz.de/10012194624
Saved in:
3
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
4
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
