Liquidity fluctuations and the latent dynamics of price impact (Q5068077)
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scientific article; zbMATH DE number 7503256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity fluctuations and the latent dynamics of price impact |
scientific article; zbMATH DE number 7503256 |
Statements
Liquidity fluctuations and the latent dynamics of price impact (English)
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5 April 2022
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liquidity
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price impact
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order flow imbalance
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Kalman filter
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