![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Bacry Emmanuel Muzy Jean-François
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.14, Iss.7, 2014-07, pp. : 1147-1166
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
High-frequency trading model for a complex trading hierarchy
By Podobnik Boris Wang Duan Stanley H. Eugene
Quantitative Finance, Vol. 12, Iss. 4, 2012-04 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Estimation of quarticity with high-frequency data
By Mancino Maria Elvira Sanfelici Simona
Quantitative Finance, Vol. 12, Iss. 4, 2012-04 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Optimal high-frequency trading with limit and market orders
Quantitative Finance, Vol. 13, Iss. 1, 2013-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
High-frequency cross-correlation in a set of stocks
By Bonanno G. Lillo F. Mantegna R.N.
Quantitative Finance, Vol. 1, Iss. 1, 2001-01 ,pp. :