The Multivariate Kyle Model: More is Different (Q5112726)

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scientific article; zbMATH DE number 7209457
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English
The Multivariate Kyle Model: More is Different
scientific article; zbMATH DE number 7209457

    Statements

    title
    The Multivariate Kyle Model: More is Different (English)
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    publication date
    8 June 2020
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    zbMATH Keywords
    microstructure
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    impact
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    multivariate
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    price formation
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    Identifiers

    DOI
    10.1137/18M1231997
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    Mathematics Subject Classification ID
    91B24
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    91G20
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    62P20
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    62P05
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    60H10
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    zbMATH DE Number
    7209457
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