Pages that link to "Item:Q1655591"
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The following pages link to Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591):
Displayed 5 items.
- Cojumps and asset allocation in international equity markets (Q1734591) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS (Q5111485) (← links)