Narrow search
Showing 1 - 4 of 4
Cover Image
The relationship between the volatility of returns and the number of jumps in financial markets
Cartea, Álvaro; Karyampas, Dimitrios - In: Econometric reviews 35 (2016) 5/7, pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Cover Image
Foreign exchange markets with Last Look
Cartea, Álvaro; Jaimungal, Sebastian; Walton, Jamie - In: Mathematics and financial economics 13 (2019) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Cover Image
Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Cover Image
Enhancing trading strategies with order book signals
Cartea, Álvaro; Donnelly, Ryan; Jaimungal, Sebastian - In: Applied mathematical finance 25 (2018) 1/2, pp. 1-35
Persistent link: https://www.econbiz.de/10011959112