Author:
D’Amico Guglielmo,Gismondi Fulvio,Petroni Filippo
Publisher
Springer International Publishing
Reference20 articles.
1. Brownlees, C.T., Cipollini, F., Gallo, G.M.: Intra-daily volume modeling and prediction for algorithmic trading. J. Financ. Econ. 9(3), 489–518 (2011)
2. D’Amico, G., Petroni, F.: A semi-Markov model with memory for price changes. J. Stat. Mech. Theory Exp. P12009 (2011)
3. D’Amico, G., Petroni, F.: Weighted-indexed semi-Markov models for modeling financial returns. J. Stat. Mech. Theory Exp. P07015 (2012)
4. D’Amico, G., Petroni, F.: A semi-Markov model for price returns. Physica A 391, 4867–4876 (2012)
5. D’Amico, G., Petroni, F.: Multivariate high-frequency financial data via semi-Markov processes. Markov Process. Relat. Fields 20, 415–434 (2014)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献