Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G55 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B60 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B70 / rank | |||
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| Property / zbMATH DE Number: 6566969 / rank | |||
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compound Cox processes | |||
| Property / zbMATH Keywords: compound Cox processes / rank | |||
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high-frequency trading | |||
| Property / zbMATH Keywords: high-frequency trading / rank | |||
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non-homogeneous order flows | |||
| Property / zbMATH Keywords: non-homogeneous order flows / rank | |||
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Revision as of 15:49, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling high-frequency non-homogeneous order flows by compound Cox processes |
scientific article |
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Modeling high-frequency non-homogeneous order flows by compound Cox processes (English)
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11 April 2016
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compound Cox processes
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high-frequency trading
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non-homogeneous order flows
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