Semi-Markov Model for Market Microstructure (Q4682482): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q126204148, #quickstatements; #temporary_batch_1722035971323 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q126204148 / rank | |||
Normal rank |
Latest revision as of 01:29, 27 July 2024
scientific article; zbMATH DE number 6938628
Language | Label | Description | Also known as |
---|---|---|---|
English | Semi-Markov Model for Market Microstructure |
scientific article; zbMATH DE number 6938628 |
Statements
Semi-Markov Model for Market Microstructure (English)
0 references
18 September 2018
0 references
microstructure noise
0 references
Markov renewal process
0 references
signature plot
0 references
scaling limit
0 references
0 references
0 references