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Khalil Dayri
Khalil Dayri
Unknown affiliation
Verified email at dayri.co
Title
Cited by
Cited by
Year
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
E Bacry, K Dayri, JF Muzy
The European Physical Journal B 85, 1-12, 2012
2412012
Large tick assets: implicit spread and optimal tick size
K Dayri, M Rosenbaum
Market Microstructure and Liquidity 1 (01), 1550003, 2015
942015
Market microstructure and modeling of the trading flow
KA Dayri
Ecole Polytechnique X, 2012
92012
The nature of price returns during periods of high market activity
K Al Dayri, E Bacry, JF Muzy
Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V …, 2011
22011
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Articles 1–4