E-LIB Suche - Ergebnisse für: Bonart, Julius

1

Trades, quotes and prices

financial markets under the microscope

Bouchaud, Jean-Philippe ; Bonart, Julius ; Donier, Jonathan. , 2018

Link: https://doi.org/10.1017/..

2

A continuous and efficient fundamental price on the discret..:

Bonart, Julius ; Lillo, Fabrizio
Physica A: Statistical Mechanics and its Applications. 503 (2018) - p. 698-713 , 2018

Link: https://doi.org/10.1016/..

3

Latency and liquidity provision in a limit order book:

Bonart, Julius ; Gould, Martin D.
Quantitative Finance. 17 (2017) 10 - p. 1601-1616 , 2017

Link: https://doi.org/10.1080/..

4

Instabilities in large economies: aggregate volatility with..:

Bonart, Julius ; Bouchaud, Jean-Philippe ; Landier, Augustin.
Journal of Statistical Mechanics: Theory and Experiment. 2014 (2014) 10 - p. P10040 , 2014

Link: https://doi.org/10.1088/..

5

Dissipative phase transition in a pair of coupled noisy two..:

Bonart, Julius
Physical Review B. 88 (2013) 12 - p. , 2013

Link: https://doi.org/10.1103/..

6

Critical Langevin dynamics of the O(N) Ginzburg–Landau mode..:

Bonart, Julius ; Cugliandolo, Leticia F ; Gambassi, Andrea
Journal of Statistical Mechanics: Theory and Experiment. 2012 (2012) 1 - p. P01014 , 2012

Link: https://doi.org/10.1088/..

7

From nonequilibrium quantum Brownian motion to impurity dyn..:

Bonart, Julius ; Cugliandolo, Leticia F.
Physical Review A. 86 (2012) 2 - p. , 2012

Link: https://doi.org/10.1103/..

8

Differential rotation and convection in the Sun:

Balbus, Steven A. ; Bonart, Julius ; Latter, Henrik N..
Monthly Notices of the Royal Astronomical Society. 400 (2009) 1 - p. 176-182 , 2009

Link: https://doi.org/10.1111/..

9

Resistive double-diffusive instability in the dead zones of..:

Latter, Henrik N. ; Bonart, Julius F. ; Balbus, Steven A.
Monthly Notices of the Royal Astronomical Society. , 2010

Link: https://doi.org/10.1111/..

10

A continuous and efficient fundamental price on the discret..:

Bonart, Julius ; Lillo, Fabrizio
http://arxiv.org/abs/1608.00756. , 2016

Link: http://arxiv.org/abs/160..

11

Order statistics of horse racing and the randomly broken st..:

Bebbington, Peter A ; Bonart, Julius
http://arxiv.org/abs/1612.02567. , 2016

Link: http://arxiv.org/abs/161..

12

Queue Imbalance as a One-Tick-Ahead Price Predictor in a Li..:

Gould, Martin D ; Bonart, Julius
http://arxiv.org/abs/1512.03492. , 2015

Link: http://arxiv.org/abs/151..

13

Latency and liquidity provision in a limit order book:

Bonart, Julius ; Gould, Martin
http://arxiv.org/abs/1511.04116. , 2015

Link: http://arxiv.org/abs/151..

14

Instabilities in large economies: aggregate volatility with..:

Bonart, Julius ; Bouchaud, Jean-Philippe ; Landier, Augustin.
http://arxiv.org/abs/1406.5022. , 2014

Link: http://arxiv.org/abs/140..

15

A fully consistent, minimal model for non-linear market imp..:

Donier, Jonathan ; Bonart, Julius ; Mastromatteo, Iacopo.
http://arxiv.org/abs/1412.0141. , 2014

Link: http://arxiv.org/abs/141..