Intraday trade and quote dynamics: A Cox regression analysis (Q1013159): Difference between revisions

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Latest revision as of 11:23, 1 July 2024

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Intraday trade and quote dynamics: A Cox regression analysis
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    Intraday trade and quote dynamics: A Cox regression analysis (English)
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    17 April 2009
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    dependent point processes
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    market microstructure
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    high-frequency finance
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    TAQ data
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    Cox proportional hazards model
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