A new approach to the modeling of financial volumes

DOI10.1007/978-3-030-02825-1_15zbMath1423.60137arXiv1709.05823OpenAlexW3121707332MaRDI QIDQ2329121

Fulvio Gismondi, Guglielmo D'Amico, Filippo Petroni

Publication date: 17 October 2019

Full work available at URL: https://arxiv.org/abs/1709.05823

zbMATH Keywords

high-frequency datasemi-Markov processfinancial volume

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Financial applications of other theories (91G80) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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