PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES
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Publication:4966641
DOI10.1017/S1446181119000038zbMath1417.91433OpenAlexW2560379672MaRDI QIDQ4966641
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Publication date: 27 June 2019
Published in: The ANZIAM Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1446181119000038
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Cites Work
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