Collective synchronization and high frequency systemic instabilities in financial markets
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Publication:4554420
DOI10.1080/14697688.2017.1403141zbMath1400.91695arXiv1505.00704OpenAlexW2121710150MaRDI QIDQ4554420
Stefano Marmi, Fabrizio Lillo, Michele Treccani, Lucio M. Calcagnile, Giacomo Bormetti
Publication date: 14 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.00704
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial science and mathematical finance (91G99)
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