Modelling microstructure noise with mutually exciting point processes (Q5746743)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modelling microstructure noise with mutually exciting point processes |
scientific article; zbMATH DE number 6256460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling microstructure noise with mutually exciting point processes |
scientific article; zbMATH DE number 6256460 |
Statements
Modelling microstructure noise with mutually exciting point processes (English)
0 references
8 February 2014
0 references
market microstructure
0 references
advanced econometrics
0 references
continuous-time models
0 references
depth
0 references
volatility
0 references
random walks
0 references
stochastic models
0 references
empirical time series analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
