Pages that link to "Item:Q4554471"
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The following pages link to Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471):
Displaying 9 items.
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- Nonlinear price impact from linear models (Q3302935) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- A stationary Kyle setup: microfounding propagator models (Q4992316) (← links)
- Transaction cost analytics for corporate bonds (Q5092645) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379) (← links)
- When is cross impact relevant? (Q6546318) (← links)
- Transient impact from the Nash equilibrium of a permanent market impact game (Q6556811) (← links)