Martin Magris

Identifiers

• name variant Martin Magris 0.60 · backfill

Papers (5)

1. On the simulation of the Hawkes process via Lambert-W functions econ.EM · 2019 · author #1
2. A Vine-copula extension for the HAR model econ.EM · 2019 · author #1
3. Option market (in)efficiency and implied volatility dynamics after return jumps q-fin.ST · 2018 · author #2
4. Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis q-fin.TR · 2017 · author #1
5. Tensor Representation in High-Frequency Financial Data for Price Change Prediction cs.CE · 2017 · author #2

Mentions

• 1709.01268 #2 · arxiv_oai · confidence 0.70 Martin Magris

Frequent Coauthors

• Juho Kanniainen 3 shared papers
• Alexandros Iosifidis 1 shared papers
• Dat Thanh Tran 1 shared papers
• Esa Rasanen 1 shared papers
• Jiyeong Kim 1 shared papers
• Moncef Gabbouj 1 shared papers