Abstracts of the talks

Display #

Title	Hits
Aldridge I.: Transaction Costs and Liquidity: The Cause and Effect	350
Almgren R.: The effects of information events on high frequency market data	523
Barunik J.:Realized Wavelet Jump-Garch Model: Can Wavelet Decomposition Of Volatility Improve It'S Forecasting?	378
Beccar-Varela M.P.: Levy models and long correlations applied to high frequency data	332
Bezdek P.: Numerical Solutions for Option Pricing Models Including Transaction Cost and Stochastic Volatility	204
Biney F.: Study Of Volatility Structures in Geophysics and Finance Using GARCH Models	307
Bozdog D.: Methods for Detection and Analysis of Rare Events in High-Frequency Financial Data	355
Carr P.: Crystal Ball Gazing, the Ross Recovery Theorem and SphericaL Harmonics	665
Chaboud A.: Algorithmic Trading in the Foreign Exchange Market: Good Thing, Bad Thing, or No Big Deal?	668
Chen G.: Notes on the Fourier Spectrum of Functions and Oscillatory Curves	291

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