The following pages link to Endogenous liquidity crises (Q5135044):
Displaying 7 items.
- Endogenous Liquidity and Defaultable Bonds (Q4615884) (← links)
- Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079) (← links)
- The inelastic market hypothesis: a microstructural interpretation (Q5041659) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- ENDOGENOUS PROCYCLICAL LIQUIDITY, CAPITAL REALLOCATION, AND <i>q</i> (Q6088626) (← links)
- Bid-ask spread dynamics: large upward jump with geometric catastrophes (Q6550890) (← links)