Market microstructure and nonlinear dynamics. Keeping financial crisis in context

DOI10.1007/978-3-319-05212-0MaRDI QIDQ2879308zbMATH OpenOpenAlexFDO

Authors

Publication date 8 September 2014

Full work available at URL https://doi.org/10.1007/978-3-319-05212-0

zbMATH Keywords

nonlinear dynamicsmacroeconomic fundamentalstrading mechanisms in financial markets

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; risk measures (91G70) Auctions, bargaining, bidding and selling, and other market models (91B26) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Actuarial science and mathematical finance (91G99) Trade models (91B60)

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• Dynamic Markov bridges and market microstructure. Theory and applications
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• Market Microstructure Invariance: Empirical Hypotheses
• What have we learned from the 2007--08 financial crisis? Papers presented at the second international workshop on financial markets and nonlinear dynamics (Paris, June 4--5, 2015)
• scientific article; zbMATH DE number 6020661 (Why is no real title available?)

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