GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS (Q2986667): Difference between revisions

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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+.05060
@@ Property / arXiv ID: 1608.05060 / rank @@
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@@ Property / cites work @@
+Q5263525
@@ Property / cites work: Q5263525 / rank @@
+Normal rank
@@ Property / cites work @@
+Price Dynamics in a Markovian Limit Order Market
@@ Property / cites work: Price Dynamics in a Markovian Limit Order Market / rank @@
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@@ Property / cites work @@
+A Stochastic Model for Order Book Dynamics
@@ Property / cites work: A Stochastic Model for Order Book Dynamics / rank @@
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@@ Property / cites work @@
+Limit order books
@@ Property / cites work: Limit order books / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Chains
@@ Property / cites work: Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q5524051
@@ Property / cites work: Q5524051 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes
+Normal rank
@@ Property / cites work @@
+A Semi-Markovian Modeling of Limit Order Markets
@@ Property / cites work: A Semi-Markovian Modeling of Limit Order Markets / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2986667