Alexandre Dupuis

Olsen Ltd.

Seefeldstrasse 233

Zurich, 8008

Switzerland

University of Geneva

102 Bd Carl-Vogt

Genève, CH - 1205

Switzerland

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Scholarly Papers (1)

1.

Multi-Scale Representation of High Frequency Market Liquidity

Number of pages: 26 Posted: 12 Feb 2014
Flov technologies, University of Geneva, Olsen Ltd. and University of Geneva
Downloads 255 (119,021)
Citation 5

Abstract:

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Liquidity, Information Theory, Multi-Scale, Foreign Exchange, High Frequency Trading