Pages that link to "Item:Q4687355"
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The following pages link to Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models (Q4687355):
Displayed 6 items.
- Machine learning and speed in high-frequency trading (Q2152342) (← links)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
- A behavioural model of investor sentiment in limit order markets (Q4555059) (← links)
- Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (Q5234371) (← links)
- Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)