Pages that link to "Item:Q2887623"
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The following pages link to The dynamic evolution of the limit order book driven by order flows (Q2887623):
Displaying 12 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)
- Studies of the limit order book around large price changes (Q977768) (← links)
- A multi agent model for the limit order book dynamics (Q1938091) (← links)
- Order execution probability and order queue in limit order markets (Q2220431) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Rebuilding the limit order book: sequential Bayesian inference on hidden states (Q2871430) (← links)
- A generalized birth–death stochastic model for high-frequency order book dynamics (Q2873024) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
- Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics (Q4687620) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)