A Semi-Markovian Modeling of Limit Order Markets (Q5266360)
From MaRDI portal
scientific article; zbMATH DE number 6725624
Language | Label | Description | Also known as |
---|---|---|---|
English | A Semi-Markovian Modeling of Limit Order Markets |
scientific article; zbMATH DE number 6725624 |
Statements
A Semi-Markovian Modeling of Limit Order Markets (English)
0 references
2 June 2017
0 references
limit order book
0 references
Markov renewal process
0 references
semi-Markov process
0 references
diffusion limit
0 references
duration analysis
0 references
Weibull distribution
0 references
gamma distributions
0 references
Burr distribution
0 references
0 references
0 references