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~person:"Bouchaud, Jean-Philippe"
~person:"Ren, Louie"
~source:"econis"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
Saved in:
2
Applying a combined max-min simple moving average trading strategy to market indexes
Ren, Louie
;
Ren, Peter
- In:
Economics, management and financial markets
13
(
2018
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10011891646
Saved in:
3
On the moving average buy-sell trading rule
Ren, Louie
;
Ren, Peter
- In:
Managerial finance
42
(
2016
)
2
,
pp. 74-81
Persistent link: https://www.econbiz.de/10011539292
Saved in:
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