Pages that link to "Item:Q4683068"
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The following pages link to Market impact as anticipation of the order flow imbalance (Q4683068):
Displayed 4 items.
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics (Q4554209) (← links)
- Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events (Q4554425) (← links)
- A characterisation of cross-impact kernels (Q6105369) (← links)