Analysis of order book dynamics in the Japanese stock market using the Queue-Reactive Hawkes process (Q5857175)
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scientific article; zbMATH DE number 7329793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of order book dynamics in the Japanese stock market using the Queue-Reactive Hawkes process |
scientific article; zbMATH DE number 7329793 |
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Analysis of order book dynamics in the Japanese stock market using the Queue-Reactive Hawkes process (English)
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30 March 2021
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queue-reactive Hawkes process
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high-frequency trading
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limit order book
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