M. Rambaldi

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom M. Rambaldi trusts overall

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

  1. Simone Manganelli
  2. Maria Pacurar
  3. Emmanuel Bacry
  4. Clive G. Bowsher
  5. Ioanid Rosu
  6. Sylvain Delattre
  7. Christine A. Parlour

Who trusts M. Rambaldi overall

  1. Alan G. Hawkes

Papers from M. Rambaldi's perspective

Ordered by how strongly the researchers M. Rambaldi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Duration, Volume and Volatility Impact of Trades (Social Science Research Network)
  2. Modelling microstructure noise with mutually exciting point processes
  3. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
  4. Econophysics: Empirical facts and agent-based models
  5. A Dynamic Model of the Limit Order Book
  6. Limit Order Markets: A Survey 1
  7. Critical reflexivity in financial markets: a Hawkes process analysis (European Physical Journal B : Condensed Matter Physics)
  8. A Stochastic Model for Order Book Dynamics
  9. Autoregressive Conditional Duration Models in Finance: A Survey of the Theoretical and Empirical Literature
  10. Hidden Liquidity: An Analysis of Order Exposure Strategies in Electronic Stock Markets

Their papers