Pages that link to "Item:Q4646786"
From MaRDI portal
The following pages link to Statistical properties of stock order books: empirical results and models (Q4646786):
Displayed 12 items.
- Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective (Q428012) (← links)
- Order book, financial markets, and self-organized criticality (Q508308) (← links)
- The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models (Q1412914) (← links)
- More statistical properties of order books and price impact (Q1873946) (← links)
- An analysis of price impact function in order-driven markets (Q1873949) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
- Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (Q4607054) (← links)
- STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL (Q5367502) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)