Intraday trade and quote dynamics: A Cox regression analysis (Q1013159): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.matcom.2008.12.020 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2033790756 / rank | |||
Normal rank | |||
Revision as of 00:08, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intraday trade and quote dynamics: A Cox regression analysis |
scientific article |
Statements
Intraday trade and quote dynamics: A Cox regression analysis (English)
0 references
17 April 2009
0 references
dependent point processes
0 references
market microstructure
0 references
high-frequency finance
0 references
TAQ data
0 references
Cox proportional hazards model
0 references
