papers
Publications (3)
q-fin.RM2011
Local Risk Decomposition for High-frequency Trading Systems
M. Bartolozzi, C. Mellen
q-fin.TR2007
Applications of physical methods in high-frequency futures markets
M. Bartolozzi, C. Mellen, F. Chan +3
q-fin.ST2007
Multi-scale correlations in different futures markets
M. Bartolozzi, C. Mellen, T. Di Matteo +1