Chahdi, Youssef Ouazzani
- Passive Market Impact: A Point Process Approach
2024/12/10 by Youssef Ouazzani Chahdi, Chahdi, Youssef Ouazzani, Mathieu Rosenbaum +3 · 1 citation
Economics, Econometrics and Finance · #60G55 #62P05 #91G80 #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Merger and Competition Analysis #Probability (math.PR) #Trading and Market Microstructure (q-fin.TR)