Disentangling and quantifying market participant volatility contributions (Q5235452)
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scientific article; zbMATH DE number 7116173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disentangling and quantifying market participant volatility contributions |
scientific article; zbMATH DE number 7116173 |
Statements
Disentangling and quantifying market participant volatility contributions (English)
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11 October 2019
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volatility
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Hawkes process
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agent-based model
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high-frequency data
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agent behavior
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