Jonathan A. Chávez-Casillas

Economics and Econometrics · 2017

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #16,339 of 23,481 by trust here, #22,128 by citations
• Finance — 5 citations into it; #7,539 of 10,518 by trust here, #9,725 by citations

Whom Jonathan A. Chávez-Casillas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Rama Cont
2. Adrien de Larrard
3. Lawrence E. Harris
4. Frédéric Abergel
5. Jean-Philippe Bouchaud
6. Ioanid Rosu

Who trusts Jonathan A. Chávez-Casillas overall

1. Matthew F. Dixon

Papers from Jonathan A. Chávez-Casillas's perspective

Ordered by how strongly the researchers Jonathan A. Chávez-Casillas trusts endorse each paper. Same corpus, a different order for every researcher.

1. How Markets Slowly Digest Changes in Supply and Demand
2. A Stochastic Model for Order Book Dynamics
3. Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations
4. Price Dynamics in a Markovian Limit Order Market
5. Trading and Exchanges: Market Microstructure for Practitioners
6. A Mathematical Approach to Order Book Modelling
7. Statistical properties of stock order books: empirical results and models
8. Review: P. Billingsley, Convergence of probability measures
9. A Dynamic Model of the Limit Order Book
10. Empirical properties of asset returns: stylized facts and statistical issues

Their papers

• A one-level limit order book model with memory and variable spread (2017) — 9 citations