Pages that link to "Item:Q5215440"
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The following pages link to Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440):
Displaying 11 items.
- Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
- Intraday trade and quote dynamics: A Cox regression analysis (Q1013159) (← links)
- Quasi-likelihood analysis and its applications (Q2137733) (← links)
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
- Marked point processes and intensity ratios for limit order book modeling (Q2166017) (← links)
- A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
- Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417) (← links)
- Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (Q5234371) (← links)
- Analysis and modeling of client order flow in limit order markets (Q6158395) (← links)
