Marcus Cordi

CentraleSupélec

Labo MICS

3, rue Joliot-Curie

Gif-sur-Yvette, 91192

France

SCHOLARLY PAPERS

2

DOWNLOADS

22

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Market Nanostructure Origin of Asset Price Time Reversal Asymmetry

Number of pages: 19 Posted: 12 Jan 2019
Marcus Cordi, Damien Challet and Serge Kassibrakis
CentraleSupélec, CentraleSupélec and Swissquote Bank
Downloads 13 (574,550)

Abstract:

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Time Reversal Asymmetry, Statistically Validated Networks, Lead-Lag Networks

2.

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 (593,721)

Abstract:

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Hawkes Processes, Goodness of Fit, Time Reversal