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Abergel, Frédéric
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6
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11
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
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12
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:
13
Limit order books
Abergel, Frédéric
;
Anane, Marouane
;
Chakraborti, Anirban
-
2016
Persistent link: https://www.econbiz.de/10011454839
Saved in:
14
High frequency lead/lag relationships : empirical facts
Huth, Nicolas
;
Abergel, Frédéric
- In:
Journal of empirical finance
26
(
2014
),
pp. 41-58
Persistent link: https://www.econbiz.de/10010472008
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15
Econophysics of agent-based models
Abergel, Frédéric
(
ed.
)
-
2014
Persistent link: https://www.econbiz.de/10010479169
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16
Understanding the stakes of high-frequency trading
Abergel, Frédéric
;
Lehalle, Charles-Albert
; …
- In:
The journal of trading
9
(
2014
)
4
,
pp. 49-73
Persistent link: https://www.econbiz.de/10011291063
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17
Performance attribution for multifactorial equity portfolios
Abergel, Frédéric
;
Heckel, Thomas
- In:
The journal of investment strategies
10
(
2021
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013270048
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18
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
Abergel, Frédéric
(
ed.
)
-
2013
Persistent link: https://www.econbiz.de/10010208707
Saved in:
19
A mathematical approach to order book modelling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 93-107)
.
2011
Persistent link: https://www.econbiz.de/10009348941
Saved in:
20
Trade-throughs : empirical facts and application to lead-lag measures
Pomponio, Fabrizio
;
Abergel, Frédéric
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 3-16)
.
2011
Persistent link: https://www.econbiz.de/10009349000
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