Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling high-frequency non-homogeneous order flows by compound Cox processes |
scientific article |
Statements
Modeling high-frequency non-homogeneous order flows by compound Cox processes (English)
0 references
11 April 2016
0 references
compound Cox processes
0 references
high-frequency trading
0 references
non-homogeneous order flows
0 references
0 references
0 references
