Pages that link to "Item:Q4613426"
From MaRDI portal
The following pages link to Market Microstructure Invariance: Empirical Hypotheses (Q4613426):
Displaying 16 items.
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
- High frequency-based quantile forecast and combination: an application to oil market (Q2086173) (← links)
- Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
- Theoretical and empirical analysis of trading activity (Q2189447) (← links)
- High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model (Q2246711) (← links)
- Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity (Q2288912) (← links)
- The topology of overlapping portfolio networks (Q2520732) (← links)
- An agent-based model of corporate bond trading (Q4554442) (← links)
- A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL (Q4565070) (← links)
- Are trading invariants really invariant? Trading costs matter (Q5139213) (← links)
- Universal features of price formation in financial markets: perspectives from deep learning (Q5234368) (← links)
- A simple microstructural explanation of the concavity of price impact (Q6054404) (← links)
- Deep reinforcement trading with predictable returns (Q6098411) (← links)
- Investor attention and cryptocurrency market liquidity: a double-edged sword (Q6547082) (← links)
- Extreme Value Estimation for Heterogeneous Data (Q6586905) (← links)
- Non-uniformly sampled simulated price impact of an order-book (Q6633282) (← links)