Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591): Difference between revisions

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Latest revision as of 07:49, 16 July 2024

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Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
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    Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (English)
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    9 August 2018
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    stock price dynamics
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    tick structure
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    Hawkes process
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    volatility
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    diffusion model
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