1
H index
0
i10 index
4
Citations
Heinriche-Heine-Universität Düsseldorf | 1 H index 0 i10 index 4 Citations RESEARCH PRODUCTION: 4 Articles RESEARCH ACTIVITY: 7 years (2014 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgr542 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lidan Grossmass. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Yang, Haijun ; Ge, Hengshun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Estimating dynamic copula dependence using intraday data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2014 | Liquidity and the Value at Risk In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2014 | Obtaining and Predicting the Bounds of Realized Correlations In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 0 |
2021 | Ultra-short tenor yield curve for intraday trading and settlement In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team