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Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105)

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Modeling the coupled return-spread high frequency dynamics of large tick assets
scientific article

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    title
    Modeling the coupled return-spread high frequency dynamics of large tick assets (English)
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    author
    Gianbiagio Curato
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    Fabrizio Lillo
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    publication date
    11 August 2020
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    zbMATH DE Number
    7231592
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    arXiv ID
    1310.4539
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    cites work
    Q3149660
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    Q4840212
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    Q4416762
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    OpenAlex ID
    W2038713952
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