Pages that link to "Item:Q3456836"

The following pages link to Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836):

Displaying 25 items.

• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
• Second order approximations for limit order books (Q1788823) (← links)
• Quasi-likelihood analysis and its applications (Q2137733) (← links)
• Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
• Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
• Precise deviations for Hawkes processes (Q2214245) (← links)
• A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
• Limit properties of continuous self-exciting processes (Q2273724) (← links)
• Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
• Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
• High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration (Q4554421) (← links)
• Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
• The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
• Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (Q4607054) (← links)
• Optimal inventory management and order book modeling (Q4967868) (← links)
• Estimation of Correlation Between Latent Processes (Q4976496) (← links)
• The limits of statistical significance of Hawkes processes fitted to financial data (Q5001105) (← links)
• State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
• Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals (Q5084490) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
• A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
• Hawkes Processes Modeling, Inference, and Control: An Overview (Q6046286) (← links)
• Order Book Queue Hawkes Markovian Modeling (Q6200514) (← links)