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Details about Alexander Wehrli

Workplace:Schweizerische Nationalbank (SNB) (Swiss National Bank), (more information at EDIRC)
Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) (Federal Institute of Technology Zurich), (more information at EDIRC)

Access statistics for papers by Alexander Wehrli.

Last updated 2019-12-19. Update your information in the RePEc Author Service.

Short-id: pwe465


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Working Papers

2018

  1. The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
    See also Journal Article in Quantitative Finance (2019)

Journal Articles

2019

  1. The endo–exo problem in high frequency financial price fluctuations and rejecting criticality
    Quantitative Finance, 2019, 19, (7), 1165-1178 Downloads
    See also Working Paper (2018)
 
Page updated 2020-10-17