Johan Bjursell

Testing for jumps and modeling volatility in asset prices

Johan Bjursell, 2009 .

VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets

George H. K. Wang, Hui Zheng, Johan Bjursell, 2017 .

TrAgent: A Multi-Agent System for Stock Exchange

Shahram Rahimi, Raju Tatikunta, Johan Bjursell, 2006, 2006 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology Workshops.

Large Trades and Intraday Futures Price Behavior

Alex Frino, Andrew Lepone, Johan Bjursell, 2008 .

Relaxation to native conformation of a bond-fluctuating protein chain with hydrophobic and polar nodes.

R. Pandey, Johan Bjursell, 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.

Volatility and Trading Activity Following Changes in the Size of Futures Contracts

A. Frino, Y. Tse, George H. K. Wang, 2007 .