Guglielmo D’Amico
- Multivariate high-frequency financial data via semi-Markov processes
2013/05/02 by Guglielmo D’Amico, Guglielmo D'Amico, D'Amico, Guglielmo +2 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR) #q-fin.ST #q-fin.TR