High Frequency
Latest Publications

TOTAL DOCUMENTS

30
(FIVE YEARS 21)

H-INDEX

3
(FIVE YEARS 2)

Published By Wiley (John Wiley & Sons)

2470-6981, 2470-6981
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

scholarly journals A numerical investigation on the high‐frequency geometry of spherical random eigenfunctions

2019 ◽  
Vol 2 (3-4) ◽  
pp. 184-201
Author(s):  
Yabebal Fantaye ◽  
Valentina Cammarota ◽  
Domenico Marinucci ◽  
Anna Paola Todino
Keyword(s):  
Numerical Investigation ◽  
High Frequency

scholarly journals Market making under a weakly consistent limit order book model

2019 ◽  
Vol 2 (3-4) ◽  
pp. 215-238
Author(s):  
Baron Law ◽  
Frederi Viens
Keyword(s):  
Limit Order Book ◽  
Order Book ◽  
Limit Order ◽  
Market Making

scholarly journals Fluid limit for a genetic mutation model

2019 ◽  
Vol 2 (3-4) ◽  
pp. 147-157
Author(s):  
Carlos Bajo Caraballo ◽  
Ilie Grigorescu
Keyword(s):  
Genetic Mutation ◽  
Fluid Limit ◽  
Mutation Model

scholarly journals Modeling leverage and long memory in volatility in a pure‐jump process

2019 ◽  
Vol 2 (3-4) ◽  
pp. 124-141
Author(s):  
Meng‐Chen Hsieh ◽  
Clifford Hurvich ◽  
Philippe Soulier
Keyword(s):  
Long Memory ◽  
Jump Process

scholarly journals Issue Information

2019 ◽  
Vol 2 (3-4) ◽  
pp. 121-123

scholarly journals Barndorff‐Nielsen and Shephard model for hedging energy with quantity risk

2019 ◽  
Vol 2 (3-4) ◽  
pp. 202-214 ◽  
Author(s):  
William Wilson ◽  
William Nganje ◽  
Semere Gebresilasie ◽  
Indranil SenGupta

scholarly journals The dixie cup problem and FKG inequality

2019 ◽  
Vol 2 (3-4) ◽  
pp. 169-174
Author(s):  
Leopold Flatto
Keyword(s):  
Fkg Inequality

scholarly journals On multilateral incomplete information decision models

2019 ◽  
Vol 2 (3-4) ◽  
pp. 158-168
Author(s):  
Krzysztof Szajowski ◽  
Marek Skarupski
Keyword(s):  
Incomplete Information ◽  
Decision Models

scholarly journals Issue Information

2019 ◽  
Vol 2 (2) ◽  
pp. 71-73
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