Pages that link to "Item:Q2060649"
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The following pages link to Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649):
Displaying 5 items.
- Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes (Q2677477) (← links)
- Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417) (← links)
- Long-range memory test by the burst and inter-burst duration distribution (Q5856921) (← links)