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Ioane Muni Toke · Study
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Author
Ioane Muni Toke
8 works
· latest 2016
· 2 institutions
cluster: provisional
ORCID 0000-0002-0283-8179
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Citations
905
Works here
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16
Most cited in this library
Econophysics review: I. Empirical facts
2011 · 345 citations
Econophysics review: II. Agent-based models
2011 · 258 citations
Limit Order Books
2016 · 78 citations
“Market Making” in an Order Book Model and Its Impact on the Spread
2011 · 70 citations
Modelling Trades-Through in a Limit Order Book Using Hawkes Processes
2012 · 56 citations
Works
8 shown
Modelling intensities of order flows in a limit order book
Quantitative Finance
·
2016
·
2 authors
·
Open access
27
citations
Limit Order Books
Cambridge University Press eBooks
·
2016
·
5 authors
·
book
78
citations
Limit Order Books
·
2016
·
5 authors
·
book
30
citations
The order book as a queueing system: average depth and influence of the size of limit orders
Quantitative Finance
·
2014
·
1 author
·
Open access
41
citations
Modelling Trades-Through in a Limit Order Book Using Hawkes Processes
Economics
·
2012
·
2 authors
·
Open access
56
citations
Econophysics review: I. Empirical facts
Quantitative Finance
·
2011
·
4 authors
·
Open access
345
citations
Econophysics review: II. Agent-based models
Quantitative Finance
·
2011
·
4 authors
·
Open access
258
citations
“Market Making” in an Order Book Model and Its Impact on the Spread
New economic windows
·
2011
·
1 author
·
chapter
·
Open access
70
citations