Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623)
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scientific article; zbMATH DE number 6566969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling high-frequency non-homogeneous order flows by compound Cox processes |
scientific article; zbMATH DE number 6566969 |
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Modeling high-frequency non-homogeneous order flows by compound Cox processes (English)
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11 April 2016
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compound Cox processes
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high-frequency trading
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non-homogeneous order flows
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