books search
books
articles search
articles
Donate
Log In
Log In
to access more features
personal recommendations
Telegram Bot
download history
send to Email or Kindle
manage booklists
save to favorites
Personal
Book Requests
Explore
Journals
Contribution
Donate
Litera Library
Donate paper books
Add paper books
Open LITERA Point
Volume 18; Issue 2
Main
Quantitative Finance
Volume 18; Issue 2
Quantitative Finance
Volume 18; Issue 2
1
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market
Schneider, M.
,
Lillo, F.
,
Pelizzon, L.
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 1.26 MB
Your tags:
english, 2018
2
Collective synchronization and high frequency systemic instabilities in financial markets
Calcagnile, Lucio Maria
,
Bormetti, Giacomo
,
Treccani, Michele
,
Marmi, Stefano
,
Lillo, Fabrizio
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 1.25 MB
Your tags:
english, 2018
3
High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration
Lu, Xiaofei
,
Abergel, Frédéric
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 1.18 MB
Your tags:
english, 2018
4
Transform analysis for Hawkes processes with applications in dark pool trading
Gao, Xuefeng
,
Zhou, Xiang
,
Zhu, Lingjiong
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 1.03 MB
Your tags:
english, 2018
5
Constant proportion portfolio insurance strategies in contagious markets
Buccioli, Alice
,
Kokholm, Thomas
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 845 KB
Your tags:
english, 2018
6
Editors’ foreword
Chen, Maggie
,
Hawkes, Alan
,
Khashanah, Khaldoun
,
McMillan, David
,
Rosenbaum, Mathieu
,
Scalas, Enrico
,
Yang, Steve
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 356 KB
Your tags:
english, 2018
7
The Economy: Economics for a Changing World
Rebonato, Riccardo
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 510 KB
Your tags:
english, 2018
8
Calendar
Journal:
Quantitative Finance
Year:
2018
File:
PDF, 243 KB
Your tags:
2018
1
Follow
this link
or find "@BotFather" bot on Telegram
2
Send /newbot command
3
Specify a name for your chatbot
4
Choose a username for the bot
5
Copy an entire last message from BotFather and paste it here
×
×