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~person:"Abergel, Frédéric"
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Securities trading
12
Wertpapierhandel
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8
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7
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7
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Abergel, Frédéric
Theissen, Erik
40
Werner, Ingrid M.
37
Menkveld, Albert J.
36
Gomber, Peter
34
Schwartz, Robert A.
34
Hautsch, Nikolaus
31
O'Hara, Maureen
31
Foucault, Thierry
30
Weill, Pierre-Olivier
30
Frino, Alex
29
Van Ness, Robert A.
26
Cartea, Álvaro
25
Pedersen, Lasse Heje
25
Rindi, Barbara
25
Sarkar, Asani
25
Kalev, Petko S.
23
Cumming, Douglas J.
22
Chung, Kee H.
21
Aitken, Michael J.
20
Duffie, Darrell
20
Grammig, Joachim
20
Marshall, Ben R.
20
Stulz, René M.
20
Fabozzi, Frank J.
19
Hendershott, Terrence
19
Subrahmanyam, Avanidhar
19
Van Ness, Bonnie F.
19
Chakravarty, Sugato
18
Garvey, Ryan
18
Ibikunle, Gbenga
18
Lepone, Andrew
18
Horst, Ulrich
17
Jaimungal, Sebastian
17
Visaltanachoti, Nuttawat
17
Chiarella, Carl
16
Easley, David
16
Jagannathan, Ravi
16
Massa, Massimo
16
McInish, Thomas H.
16
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ECONIS (ZBW)
12
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1
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:
2
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:
3
Order-Book Modeling and Market Making Strategies
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012256407
Saved in:
4
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:
5
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
6
Limit order books
Abergel, Frédéric
;
Anane, Marouane
;
Chakraborti, Anirban
-
2016
Persistent link: https://www.econbiz.de/10011454839
Saved in:
7
Price jump prediction in a limit order book
Zheng, Ban
;
Moulines, Eric
;
Abergel, Frédéric
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10010239589
Saved in:
8
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
9
Market microstructure : confronting many viewpoints
Abergel, Frédéric
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009524952
Saved in:
10
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
Abergel, Frédéric
(
ed.
);
Chakrabarti, Bikas K.
(
ed.
); …
-
2011
-
1., Edition
Persistent link: https://www.econbiz.de/10009311867
Saved in:
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