Marked point processes and intensity ratios for limit order book modeling (Q2166017)
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scientific article; zbMATH DE number 7574460
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| English | Marked point processes and intensity ratios for limit order book modeling |
scientific article; zbMATH DE number 7574460 |
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Marked point processes and intensity ratios for limit order book modeling (English)
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23 August 2022
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marked point processes
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quasi-likelihood analysis
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limit order book
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high-frequency trading data
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trade signature
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trade aggressiveness
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