Pinned Repositories
LOMN
R code for replication of simulations from "Jump detection in high-frequency order prices"
SPDEstatistics
R-Code of simulations in https://arxiv.org/abs/1710.03519 is shared
bibinger's Repositories
bibinger/LOMN
R code for replication of simulations from "Jump detection in high-frequency order prices"
bibinger/SPDEstatistics
R-Code of simulations in https://arxiv.org/abs/1710.03519 is shared