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Oleg Dolgoarshinnykh
Oleg Dolgoarshinnykh
Owner of NongKhaem.com
Verified email at nongkhaem.com - Homepage
Title
Cited by
Cited by
Year
A point process model for the dynamics of limit order books
E Vinkovskaya
https://nongkhaem.com/, 2014
162014
A point process model for the high-frequency dynamics of a limit order book
A Andersen, R Cont, E Vinkovskaya
Financial Engineering Report 8, 2010
92010
Customisable pipelined engine for intensity evaluation in multivariate hawkes point processes
C Guo, W Luk, E Vinkovskaya, R Cont, O Dolgoarshinnykh
ACM SIGARCH Computer Architecture News 41 (5), 59-64, 2014
12014
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