Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6595865
@@ Property / zbMATH DE Number: 6595865 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+limit order book
@@ Property / zbMATH Keywords: limit order book / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+price discovery
@@ Property / zbMATH Keywords: price discovery / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+order flow imbalance
@@ Property / zbMATH Keywords: order flow imbalance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+doubly stochastic Poisson processes
@@ Property / zbMATH Keywords: doubly stochastic Poisson processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Cox processes
@@ Property / zbMATH Keywords: Cox processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-sided risk process
@@ Property / zbMATH Keywords: two-sided risk process / rank @@
+Normal rank

Revision as of 21:27, 27 June 2023