C. Mellen

Identifiers

• name variant C. Mellen 0.60 · backfill

Papers (3)

1. Local Risk Decomposition for High-frequency Trading Systems q-fin.RM · 2009 · author #2
2. Applications of physical methods in high-frequency futures markets q-fin.TR · 2007 · author #2
3. Multi-scale correlations in different futures markets q-fin.ST · 2007 · author #2

Mentions

• 0904.4099 #2 · backfill · confidence 0.70 C. Mellen
• 0712.2910 #2 · backfill · confidence 0.70 C. Mellen
• 0707.3321 #2 · backfill · confidence 0.70 C. Mellen

Frequent Coauthors

• M. Bartolozzi 3 shared papers
• T. Aste 2 shared papers
• T. Di Matteo 2 shared papers
• D. Oliver 1 shared papers
• F. Chan 1 shared papers