Javier Vicente
- Market impact and trading profile of large trading orders in stock markets
2009/08/03 by Esteban Moro, Javier Vicente, Luis G. Moyano +5 · 6 citations
Economics, Econometrics and Finance · #q-fin.TR #q-fin.ST
- Universal Behavior of Extreme Price Movements in Stock Markets
2009/12/22 by Miguel Fuentes, Miguel A. Fuentes, Austin Gerig +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · #Biology #Brownian motion #Complex Systems and Time Series Analysis #Diffusion process #Econometrics #Economics #Financial Risk and Volatility Modeling #Financial economics #Geography #Geometric Brownian motion #Market Dynamics and Volatility #Mathematics #Standard deviation #Statistics #Stochastic process #Stochastic volatility #Stock (firearms) #Stock market #Stock price #Volatility (finance) #q-fin.ST