Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model (Q829150)
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scientific article; zbMATH DE number 7344528
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| English | Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model |
scientific article; zbMATH DE number 7344528 |
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Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model (English)
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5 May 2021
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tick-by-tick data
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dynamic order placement strategies
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survival analysis
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multiple-spell duration
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Australian securities exchange (ASX)
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0.7523520588874817
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0.7461442351341248
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0.7411781549453735
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0.7406477928161621
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0.7351647019386292
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