Bid-ask spread dynamics: large upward jump with geometric catastrophes (Q6550890)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bid-ask spread dynamics: large upward jump with geometric catastrophes |
scientific article; zbMATH DE number 7860555
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bid-ask spread dynamics: large upward jump with geometric catastrophes |
scientific article; zbMATH DE number 7860555 |
Statements
Bid-ask spread dynamics: large upward jump with geometric catastrophes (English)
0 references
5 June 2024
0 references
Markov models
0 references
limit order book
0 references
geometric catastrophes
0 references
liquidity fluctuations
0 references
0 references
0.7991538643836975
0 references
0.7903751134872437
0 references
0.7757851481437683
0 references
0.771283745765686
0 references
