Economy – Quantitative Finance – Statistical Finance
Scientist
Economy
Quantitative Finance
Statistical Finance
Scientist
A shift-optimized Hill-type estimator
Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets" by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)
Diffusive behavior and the modeling of characteristic times in limit order executions
Fluctuation scaling in complex systems: Taylor's law and beyond
Fluctuation scaling versus gap scaling
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