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Smid, Martin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
322 |
Total
Citations
1 |
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1.
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Smid, Martin
Institute of Information Theory and Automation, Prague
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19 Mar 08
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Last Revised:
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01 Jul 10
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93
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continuous double auction, limit order market, distribution, statistical inference, Monte Carlo simulation, tails of price increments
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2.
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Horák, Jiří
Charles University in Prague Smid, Martin
Institute of Information Theory and Automation, Prague
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69
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tail exponents, estimation, price return
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3.
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Smid, Martin
Institute of Information Theory and Automation, Prague
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25 Jan 08
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Last Revised:
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11 Mar 08
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60
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continuous double auction, limit order markets, distribution, simulation, statistical inference, price increment tails
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4.
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Smid, Martin
Institute of Information Theory and Automation, Prague
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38
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5.
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Smid, Martin
Institute of Information Theory and Automation, Prague
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34
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risk management, loan portfolio, dynamic model
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6.
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Smid, Martin
Institute of Information Theory and Automation, Prague Gapko, Petr
Charles University in Prague - Department of Economics
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19 Nov 10
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Last Revised:
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28 Jun 12
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28
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credit risk, probability of default, loss given default, credit loss, credit loss distribution, Basel II
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Records 1 -
6
of 6 matches
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