Pages that link to "Item:Q4554417"
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The following pages link to Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417):
Displaying 9 items.
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Recursive computation of the Hawkes cumulants (Q2244575) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
- A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations (Q5036506) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- Endogenous liquidity crises (Q5135044) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- Disentangling and quantifying market participant volatility contributions (Q5235452) (← links)