Ioane Muni Toke

Ecole Centrale Paris

Paris

France

SCHOLARLY PAPERS

3

DOWNLOADS

314

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Modelling Trades-Through in a Limited Order Book Using Hawkes Processes

Economics Discussion Paper No. 2011-32
Number of pages: 18 Posted: 17 Dec 2011
Ioane Muni Toke and Fabrizio Pomponio
Ecole Centrale Paris and Ecole Centrale Paris
Downloads 176 (170,448)
Citation 4

Abstract:

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Hawkes processes, limit order book, trades-through, highfrequency trading, microstructure

2.

Financial Bubbles Analysis with a Cross-Sectional Estimator

Number of pages: 4 Posted: 25 Sep 2009
Frederic Abergel, Nicolas Huth and Ioane Muni Toke
BNP Paribas AM, Natixis, Equity Derivatives and Arbitrage and Ecole Centrale Paris
Downloads 129 (220,510)
Citation 1

Abstract:

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Financial bubbles, Stocks correlation, Power law

3.

Testing the Causality of Hawkes Processes with Time Reversal

Number of pages: 13 Posted: 27 Sep 2017
Marcus Cordi, Damien Challet and Ioane Muni Toke
CentraleSupélec, CentraleSupélec and Ecole Centrale Paris
Downloads 9 (588,555)

Abstract:

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Hawkes Processes, Goodness of Fit, Time Reversal