The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776)
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scientific article; zbMATH DE number 6300650
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The dynamic mixed hitting-time model for multiple transaction prices and times |
scientific article; zbMATH DE number 6300650 |
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The dynamic mixed hitting-time model for multiple transaction prices and times (English)
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4 June 2014
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duration modeling
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hitting time
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trading intensity
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market microstructure
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0.7906318306922913
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0.7894405126571655
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0.7861027717590332
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0.784197986125946
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