Pages that link to "Item:Q2873024"
From MaRDI portal
The following pages link to A generalized birth–death stochastic model for high-frequency order book dynamics (Q2873024):
Displaying 10 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)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market (Q777943) (← links)
- A Stochastic Model for Order Book Dynamics (Q3098255) (← links)
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics (Q4554209) (← links)
- Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417) (← links)
- Modelling high-frequency limit order book dynamics with support vector machines (Q4619497) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics (Q4687620) (← links)