Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623)
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scientific article; zbMATH DE number 6566969
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| English | Modeling high-frequency non-homogeneous order flows by compound Cox processes |
scientific article; zbMATH DE number 6566969 |
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Modeling high-frequency non-homogeneous order flows by compound Cox processes (English)
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11 April 2016
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compound Cox processes
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high-frequency trading
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non-homogeneous order flows
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0.906065821647644
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0.8281236886978149
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0.803268551826477
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0.794033944606781
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0.7893038392066956
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