Semi-Markov Model for Market Microstructure (Q4682482): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:34, 7 February 2024
scientific article; zbMATH DE number 6938628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Markov Model for Market Microstructure |
scientific article; zbMATH DE number 6938628 |
Statements
Semi-Markov Model for Market Microstructure (English)
0 references
18 September 2018
0 references
microstructure noise
0 references
Markov renewal process
0 references
signature plot
0 references
scaling limit
0 references
