Bid-ask spread dynamics: large upward jump with geometric catastrophes (Q6550890)
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scientific article; zbMATH DE number 7860555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bid-ask spread dynamics: large upward jump with geometric catastrophes |
scientific article; zbMATH DE number 7860555 |
Statements
Bid-ask spread dynamics: large upward jump with geometric catastrophes (English)
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5 June 2024
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Markov models
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limit order book
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geometric catastrophes
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liquidity fluctuations
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