A characterisation of cross-impact kernels (Q6105369)
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scientific article; zbMATH DE number 7702082
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterisation of cross-impact kernels |
scientific article; zbMATH DE number 7702082 |
Statements
A characterisation of cross-impact kernels (English)
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26 June 2023
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cross impact
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market impact
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multidimensional processes
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market microstructure
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market efficiency
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statistical arbitrage
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