Riadh Zaatour
Finance · 2013
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
Whom Riadh Zaatour trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Riadh Zaatour overall
Papers from Riadh Zaatour's perspective
Ordered by how strongly the researchers Riadh Zaatour trusts endorse each paper. Same corpus, a different order for every researcher.
- Markov Chains and Stochastic Stability
- ARMA representation of integrated and realized variances
- Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
- Stochastic Declustering of Space-Time Earthquake Occurrences
- How Markets Slowly Digest Changes in Supply and Demand
- Realized Variance and Market Microstructure Noise
- Scaling limits for Hawkes processes and application to financial statistics
- The Price Impact of Order Book Events
Their papers
- Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit (2013) — 136 citations