Transaction cost analytics for corporate bonds (Q5092645): Difference between revisions

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+MaRDI publication profile
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+W2948850773
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+.09140
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@@ Property / cites work @@
+Small transaction cost asymptotics and dynamic hedging
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+Least squares after model selection in high-dimensional sparse models
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+Optimal two-step prediction in regression
@@ Property / cites work: Optimal two-step prediction in regression / rank @@
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@@ Property / cites work @@
+The price impact of order book events: market orders, limit orders and cancellations
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+No-dynamic-arbitrage and market impact
@@ Property / cites work: No-dynamic-arbitrage and market impact / rank @@
+Normal rank
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+Price Manipulation and Quasi-Arbitrage
@@ Property / cites work: Price Manipulation and Quasi-Arbitrage / rank @@
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+Cross-impact and no-dynamic-arbitrage
@@ Property / cites work: Cross-impact and no-dynamic-arbitrage / rank @@
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@@ Property / cites work @@
+Linear models for the impact of order flow on prices. I. History dependent impact models
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+Regularization and Variable Selection Via the Elastic Net
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@@ links / mardi / name / links / mardi / name @@
+Publication:5092645