Pages that link to "Item:Q4610246"
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The following pages link to What really causes large price changes? (Q4610246):
Displaying 24 items.
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
- The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
- Second order approximations for limit order books (Q1788823) (← links)
- Particle-scale modelling of financial price dynamics (Q2005013) (← links)
- The local principle of large deviations for compound Poisson process with catastrophes (Q2233652) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
- Heavy tailed distributions in closing auctions (Q2669415) (← links)
- On the origin of power-law tails in price fluctuations (Q4647591) (← links)
- The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
- Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
- Time-dependent relations between gaps and returns in a Bitcoin order book (Q5092648) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
- STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL (Q5367502) (← links)
- Large stock price changes: volume or liquidity? (Q5475308) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
- Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)
- Bid-ask spread dynamics: large upward jump with geometric catastrophes (Q6550890) (← links)