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Email Address: tina.rydberg@nuffield.ox.ac.uk . Research work: published work. Teaching: M.Phil in Economics, second year Econometrics course: `Financial econometrics'.
Tina Rydberg and Neil Shephard, The dynamics of trade-by-trade price movements: decomposition and models. ps 1998-W18. Ola Elerian, A note on the existence of a ...
2002-W1 Tina Rydberg and Neil Shephard Dynamics of trade-by-trade price movements: decomposition and models. Journal of Financial Econometrics, 1, 2-25, 2003.
Modelling trade-by-trade price movements of multiple assets using multivariate compound Poissonprocesses Tina HviidRydberg Nueld College, Oxford OX11NF, UK. tina.rydberg@nuf.ox.ac.uk ...
Tina Rydberg ; Gleb Sandmann ; Gennady Samorodnitsky ; Stephen Satchell · Neil Shephard · Chor-Yiu Sin. Ranjini Sivakumar · Mike So
Email Address: tina.rydberg@nuffield.ox.ac.uk . Research work: published work. Teaching: M.Phil in Economics, second year Econometrics course: `Financial econometrics'.
Realistic Statistical Modelling of Financial Data Tina HviidRydberg Nueld College, Oxford, United Kingdom. tina.rydberg@nuf.ox.ac.uk Abstract The aim of this paper is to ...
Tina Rydberg ; Gleb Sandmann ; Gennady Samorodnitsky ; Stephen Satchell · Neil Shephard · Chor-Yiu Sin. Ranjini Sivakumar · Mike So
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Nuffield College (Higher Education industry): Research Fellow, (April 1998-September 1999)
Nuffield College (Research industry)...