//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
Search: subject:"Zumbach effect"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
3
Stochastischer Prozess
3
Zumbach effect
3
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Börsenkurs
1
Capital income
1
Heston model
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Quadratic Hawkes processes
1
Quadratic rough Heston model
1
Returns distribution
1
Rough Heston model
1
Securities trading
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic volatility model
1
Theorie
1
Theory
1
Time-reversal asymmetry
1
USA
1
United States
1
Volatility distribution
1
Wertpapierhandel
1
endogenous liquidity crises
1
order book dynamics
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Benzaquen, Michael
1
Bouchaud, Jean-Philippe
1
El Euch, Omar
1
Fosset, Antoine
1
Gatheral, Jim
1
Parent, Léo
1
Radoičić, Radoš
1
Rosenbaum, Mathieu
1
more ...
less ...
Published in...
All
Quantitative finance
2
The European journal of finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
2
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:
3
The
Zumbach
effect
under rough Heston
El Euch, Omar
;
Gatheral, Jim
;
Radoičić, Radoš
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 235-241
Persistent link: https://www.econbiz.de/10012194863
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->