Disentangling and quantifying market participant volatility contributions - Archive ouverte HAL
Article Dans Une Revue Quantitative Finance Année : 2019

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hal-02392863 , version 1 (04-12-2019)

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Marcello Rambaldi, Emmanuel Bacry, Jean-François Muzy. Disentangling and quantifying market participant volatility contributions. Quantitative Finance, 2019, 19 (10), pp.1613-1625. ⟨10.1080/14697688.2019.1591631⟩. ⟨hal-02392863⟩
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