Price Dynamics in a Markovian Limit Order Market (Q2873118)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price Dynamics in a Markovian Limit Order Market |
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Price Dynamics in a Markovian Limit Order Market (English)
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23 January 2014
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limit order book
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market microstructure
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queueing
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diffusion limit
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high-frequency data
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liquidity
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duration analysis
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point process
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