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Ioane Muni Toke

Identifiers

  • name variant Ioane Muni Toke 0.60 · backfill

Papers (8)

  1. Testing the causality of Hawkes processes with time reversal q-fin.ST · 2017 · author #3
  2. Reconstruction of Order Flows using Aggregated Data q-fin.TR · 2016 · author #1
  3. Modelling intensities of order flows in a limit order book q-fin.ST · 2016 · author #1
  4. Stationary distribution of the volume at the best quote in a Poisson order book model q-fin.TR · 2015 · author #1
  5. Exact and asymptotic solutions of the call auction problem q-fin.TR · 2014 · author #1
  6. The order book as a queueing system: average depth and influence of the size of limit orders q-fin.TR · 2013 · author #1
  7. Financial bubbles analysis with a cross-sectional estimator q-fin.ST · 2009 · author #3
  8. Econophysics: Empirical facts and agent-based models q-fin.GN · 2009 · author #2

Mentions

  • 1502.03871 #1 · backfill · confidence 0.70 Ioane Muni Toke
  • 1407.4512 #1 · backfill · confidence 0.70 Ioane Muni Toke
  • 1311.5661 #1 · backfill · confidence 0.70 Ioane Muni Toke
  • 0909.2885 #3 · backfill · confidence 0.70 Ioane Muni Toke
  • 0909.1974 #2 · backfill · confidence 0.70 Ioane Muni Toke

Frequent Coauthors