Paris Pennesi

Identifiers

• name variant Paris Pennesi 0.60 · backfill

Papers (1)

1. Modeling FX market activity around macroeconomic news: a Hawkes process approach q-fin.TR · 2014 · author #2

Mentions

• 1405.6047 #2 · backfill · confidence 0.70 Paris Pennesi

Frequent Coauthors

• Fabrizio Lillo 1 shared papers
• Marcello Rambaldi 1 shared papers