Browsing CEREMADE (UMR CNRS 7534) by Author "Rambaldi, Marcello"

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Disentangling and quantifying market participant volatility contributions

Rambaldi, Marcello; Bacry, Emmanuel; Muzy, Jean-François (2019) Article accepté pour publication ou publié
Queue-reactive Hawkes models for the order flow

Wu, Peng; Rambaldi, Marcello; Muzy, Jean-François; Bacry, Emmanuel (2019) Document de travail / Working paper