Concepedia

Riadh Zaatour

RZ

4

Publications

176

Citations

4

H-Index

2013

Active since

Affiliations

Auckland University of Technology(Current)

École Centrale Paris

Riadh Zaatour is an author at Auckland University of Technology specializing in asset pricing, business, and engineering.

Top concepts

Publications per year

2013–2016

4

Publications

4

Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit

José Da Fonseca, Riadh Zaatour · Journal of Futures Markets · 2013 · 110 citations

, , +15

Hawkes Process: Fast Calibration, Application to Trade Clustering and Diffusive Limit

José Da Fonseca, Riadh Zaatour · SSRN Electronic Journal · 2013 · 30 citations · Full text

Clustering and Mean Reversion in a Hawkes Microstructure Model

José Da Fonseca, Riadh Zaatour · Journal of Futures Markets · 2014 · 21 citations

, , +18

Correlation and Lead–Lag Relationships in a Hawkes Microstructure Model

José Da Fonseca, Riadh Zaatour · Journal of Futures Markets · 2016 · 15 citations

, , +16

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