Hawkes model for price and trades high-frequency dynamics (Q5245453): Difference between revisions
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Latest revision as of 22:14, 9 July 2024
scientific article; zbMATH DE number 6423500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hawkes model for price and trades high-frequency dynamics |
scientific article; zbMATH DE number 6423500 |
Statements
Hawkes model for price and trades high-frequency dynamics (English)
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8 April 2015
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market impact
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market microstructure
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point processes
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