Order Book Queue Hawkes Markovian Modeling (Q6200514): Difference between revisions

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Revision as of 09:43, 30 July 2024

scientific article; zbMATH DE number 7822811
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English
Order Book Queue Hawkes Markovian Modeling
scientific article; zbMATH DE number 7822811

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    Order Book Queue Hawkes Markovian Modeling (English)
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    22 March 2024
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    Hawkes process
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    order book modeling
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    non-parametric estimation
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    model selection
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