Pages that link to "Item:Q3645197"
From MaRDI portal
The following pages link to Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197):
Displayed 5 items.
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- Studies of the limit order book around large price changes (Q977768) (← links)
- High-frequency trading model for a complex trading hierarchy (Q2873026) (← links)
- The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
- Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076) (← links)