Pages that link to "Item:Q3302935"
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The following pages link to Nonlinear price impact from linear models (Q3302935):
Displaying 8 items.
- The nonlinear price dynamics of U.S. equity ETFs (Q473234) (← links)
- Estimating permanent price impact via machine learning (Q2182135) (← links)
- (Q4363187) (← links)
- (Q4574844) (← links)
- A stationary Kyle setup: microfounding propagator models (Q4992316) (← links)
- Universal features of price formation in financial markets: perspectives from deep learning (Q5234368) (← links)
- Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379) (← links)
- When is cross impact relevant? (Q6546318) (← links)