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2403.00819
Cited By
Jump detection in high-frequency order prices
26 February 2024
M. Bibinger
N. Hautsch
Alexander Ristig
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ArXiv
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Papers citing
"Jump detection in high-frequency order prices"
2 / 2 papers shown
Title
Probabilistic models and statistics for electronic financial markets in the digital age
Markus Bibinger
35
0
0
11 Jun 2024
Statistical inference for rough volatility: Minimax Theory
Carsten H. Chong
M. Hoffmann
Yanghui Liu
M. Rosenbaum
Grégoire Szymanski
38
12
0
03 Oct 2022
1
