SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Limit Order Books
0 references·1 citing·4 second hop
Limit Order Books (2016)Limit Order BooksModelling intensities of order flows in a limit order book (2016)Modelling intensities of orde…Statistical theory of the continuous double auction (2003)An empirical behavioral model of liquidity and volatility (2007)A Stochastic Model for Order Book Dynamics (2010)State Dependent Parallel Neural Hawkes Process for Limit Order Book Event Stream Prediction and Simulation (2022)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2016Modelling intensities of order flows in a limit order book27 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work