High-frequency trading model for a complex trading hierarchy
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Publication:2873026
DOI10.1080/14697688.2012.664928zbMath1278.91100OpenAlexW2141425669WikidataQ57194412 ScholiaQ57194412MaRDI QIDQ2873026
Duan Wang, Boris Podobnik, H. Eugene Stanley
Publication date: 17 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.664928
Statistical methods; risk measures (91G70) Fractional processes, including fractional Brownian motion (60G22) Stochastic models in economics (91B70) Trade models (91B60) Financial applications of other theories (91G80)
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