毗邻 发表于 2025-3-25 06:19:06
Antonino Gomes de Sá,Joachim Rixions on their future volatility. As in several natural phenomena, the predictions of such a model must be compared with the data of a single process realization in our records. In order to give statistical significance to such a comparison, assumptions of stationarity for some quantities extracted fEsophagitis 发表于 2025-3-25 08:46:19
https://doi.org/10.1057/9780230100589We study sub-penny trading in the US equity markets.Anhydrous 发表于 2025-3-25 13:31:41
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Subpenny Trading in US Equity MarketsWe study sub-penny trading in the US equity markets.没血色 发表于 2025-3-25 23:23:13
High-Frequency Simulations of an Order Book: a Two-scale ApproachModels of market microstructure at the order book scale can be split into two families:暴发户 发表于 2025-3-26 03:32:56
https://doi.org/10.1007/978-88-470-1766-5Econophysics; Finance; Order-driven markets; partial differential equations母猪 发表于 2025-3-26 05:46:05
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