Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows (Q1676386)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6803388
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows |
scientific article; zbMATH DE number 6803388 |
Statements
Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows (English)
0 references
7 November 2017
0 references
strategic liquidity trading
0 references
market efficiency
0 references
mixture of distribution hypothesis
0 references
information-based trading
0 references
extended Kalman filter
0 references
0 references
0.7958195805549622
0 references
0.7204115986824036
0 references
0.709793746471405
0 references
0.7091044783592224
0 references
