Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data (Q4683065): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: R / rank | |||
Normal rank | |||
Revision as of 20:48, 28 February 2024
scientific article; zbMATH DE number 6939271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data |
scientific article; zbMATH DE number 6939271 |
Statements
Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data (English)
0 references
19 September 2018
0 references
limit order book
0 references
liquidity
0 references
resilience
0 references
functional PCA
0 references
functional regression
0 references
