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Price signatures - MaRDI portal

Price signatures (Q5234334)

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scientific article; zbMATH DE number 7110458
Language Label Description Also known as
English
Price signatures
scientific article; zbMATH DE number 7110458

    Statements

    title
    Price signatures (English)
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    author
    Roel C. A. Oomen
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    publication date
    26 September 2019
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    zbMATH Keywords
    FX liquidity
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    execution costs
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    functional data analysis
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    bootstrap methods
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    62G09
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    60F17
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    zbMATH DE Number
    7110458
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    OpenAlex ID
    W4240691450
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