1. A high‐frequency trade execution model for supervised learning1. Issue 1 (23rd February 2018) Authors: Dixon, Matthew Journal: High frequency Issue: Volume 1:Issue 1 (2018) Page Start: 32 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A new analysis of VIX using mixture of regressions: Examination and short‐term forecasting for the S & P 500 market. Issue 1 (19th January 2018) Authors: Miljkovic, Tatjana; SenGupta, Indranil Journal: High frequency Issue: Volume 1:Issue 1 (2018) Page Start: 53 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A numerical investigation on the high‐frequency geometry of spherical random eigenfunctions. Issue 3 (12th November 2019) Authors: Fantaye, Yabebal; Cammarota, Valentina; Marinucci, Domenico; Todino, Anna Paola Journal: High frequency Issue: Volume 2:Issue 3/4(2019) Page Start: 184 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Barndorff‐Nielsen and Shephard model for hedging energy with quantity risk. Issue 3 (30th December 2019) Authors: Wilson, William; Nganje, William; Gebresilasie, Semere; SenGupta, Indranil Journal: High frequency Issue: Volume 2:Issue 3/4(2019) Page Start: 202 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Cauchy's functional equation and Gaussian measures. Issue 3 (8th October 2019) Authors: Stroock, Daniel W. Journal: High frequency Issue: Volume 2:Issue 3/4(2019) Page Start: 142 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Describing the dynamic nature of transactions costs during political event risk episodes1. Issue 1 (2nd April 2018) Authors: Putnam, Bluford; McDannel, Graham; Ayikara, Mohandas; Peyyalamitta, Lakshmi Sameera Journal: High frequency Issue: Volume 1:Issue 1 (2018) Page Start: 6 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Editorial. Issue 1 (6th April 2018) Authors: Florescu, Ionut; Viens, Frederi Journal: High frequency Issue: Volume 1:Issue 1 (2018) Page Start: 4 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Extracting information from the limit order book: New measures to evaluate equity data flow. Issue 1 (7th March 2019) Authors: Ye, Ziwen; Florescu, Ionuţ Journal: High frequency Issue: Volume 2:Issue 1(2019) Page Start: 37 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Fluid limit for a genetic mutation model. Issue 3 (15th November 2019) Authors: Bajo Caraballo, Carlos; Grigorescu, Ilie Journal: High frequency Issue: Volume 2:Issue 3/4(2019) Page Start: 147 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. In memory of Larry Shepp: An editorial. Issue 2 (19th April 2019) Authors: Ernst, Philip; Viens, Frederi Journal: High frequency Issue: Volume 2:Issue 2(2019) Page Start: 74 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗