A modification to the WPC model (Q1787991)
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scientific article; zbMATH DE number 6948329
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A modification to the WPC model |
scientific article; zbMATH DE number 6948329 |
Statements
A modification to the WPC model (English)
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8 October 2018
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weighted price contribution
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price discovery
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high frequency trading
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0.8134565353393555
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0.689218282699585
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0.6734785437583923
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0.6733453869819641
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0.6646234393119812
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