Ioane Muni Toke

Ecole Centrale Paris and ERIM, University of New Caledonia, Nouméa

ioane.muni-toke <at> ecp.fr

Papers


2011-32	Ioane Muni Toke and Fabrizio Pomponio Modelling Trades-Through in a Limited Order Book Using Hawkes Processes August 15, 2011 \| downloads: 1132 \| JEL: C32, C51, G14 \| 3 comments \| journal article
2012-22	Ioane Muni Toke and Fabrizio Pomponio Modelling Trades-Through in a Limit Order Book Using Hawkes Processes June 14, 2012 \| downloads: 1603 \| JEL: C32, C51, G14 \| 1 citations (RePEc)