Intraday trade and quote dynamics: A Cox regression analysis (Q1013159): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:53, 5 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