Analysing liquidity and absorption limits of electronic markets with volume durations (Q3518375)
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scientific article; zbMATH DE number 5308923
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| English | Analysing liquidity and absorption limits of electronic markets with volume durations |
scientific article; zbMATH DE number 5308923 |
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Analysing liquidity and absorption limits of electronic markets with volume durations (English)
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7 August 2008
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financial econometrics
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econometric methods
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econometrics of financial markets
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copulas
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statistical methods
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financial time series
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market microstructure
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quantitative finance
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0.7252655625343323
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0.7169768810272217
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0.715164303779602
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0.7130287289619446
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