Pages that link to "Item:Q5026540"
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The following pages link to Modelling the shape of the limit order book (Q5026540):
Displaying 11 items.
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Functional modelling of volatility in the Swedish limit order book (Q961406) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- A one-level limit order book model with memory and variable spread (Q2360238) (← links)
- Rebuilding the limit order book: sequential Bayesian inference on hidden states (Q2871430) (← links)
- (Q3534743) (← links)
- Modelling high-frequency limit order book dynamics with support vector machines (Q4619497) (← links)
- The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- A Stackelberg order execution game (Q6549606) (← links)