Walid Ben Omrane

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 1

Top Topics

Low And High Frequency

Top Venues

Ann. Oper. Res.

Publications

Walid Ben Omrane, Khaled Guesmi, Qi Qianru, Samir Saadi
The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets. Ann. Oper. Res. 330 (1) (2023)
Walid Ben Omrane, Andréas Heinen
Public news announcements and quoting activity in the Euro/Dollar foreign exchange market. Comput. Stat. Data Anal. 54 (11) (2010)
Luc Bauwens, Walid Ben Omrane, Erick Rengifo
Intradaily dynamic portfolio selection. Comput. Stat. Data Anal. 54 (11) (2010)