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Quantitative finance
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Agent-based modelling in directional-change intrinsic time
Petrov, Vladimir
;
Golub, A.
;
Olsen, R.
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 463-482
Persistent link: https://www.econbiz.de/10012194902
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2
A cluster driven log-volatility factor model : a deepening on the source of the volatility clustering
Verma, Anshul
;
Buonocore, R. J.
;
Di Matteo, Tiziana
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 981-996
Persistent link: https://www.econbiz.de/10012194736
Saved in:
3
Unveiling the relation between herding and liquidity with trader lead-lag networks
Campajola, Carlo
;
Lillo, Fabrizio
;
Tantari, Daniele
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1765-1778
Persistent link: https://www.econbiz.de/10012313511
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