Real-time market microstructure analysis: online transaction cost analysis (Q5245456): Difference between revisions

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scientific article; zbMATH DE number 6423501
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English
Real-time market microstructure analysis: online transaction cost analysis
scientific article; zbMATH DE number 6423501

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    Real-time market microstructure analysis: online transaction cost analysis (English)
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    8 April 2015
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    transaction costs
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    performance evaluation
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    learning and adaptation
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    market microstructure
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    empirical time series analysis
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