Multi-scale representation of high frequency market liquidity (Q4683437)
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scientific article; zbMATH DE number 6941105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-scale representation of high frequency market liquidity |
scientific article; zbMATH DE number 6941105 |
Statements
Multi-scale representation of high frequency market liquidity (English)
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21 September 2018
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liquidity
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information theory
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multi-scale
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foreign exchange
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high frequency trading
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