Statistics
Publications
3
Citations
80
H-Index
3
Active since
2011
Affiliations
Fabrizio Pomponio is an author at BNP Paribas (France) specializing in finance, order book dynamics, and limit order trading.
Publications per year
2011–2013
3
3
Modelling Trades-Through in a Limit Order Book Using Hawkes Processes
Ioane Muni Toke, Fabrizio Pomponio · Economics · 2012 · 52 citations · Full text
Social Sciences, Economics, Finance +11
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