Pages that link to "Item:Q2241518"
From MaRDI portal
The following pages link to Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518):
Displaying 8 items.
- Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
- Functional modelling of volatility in the Swedish limit order book (Q961406) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Stochastic modelling of big data in finance (Q2218868) (← links)
- Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics (Q4554209) (← links)
- The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
- Modelling high-frequency limit order book dynamics with support vector machines (Q4619497) (← links)