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 f

Esophagitis 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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整洁 发表于 2025-3-25 18:12:03

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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BIAS 发表于 2025-3-26 11:09:19

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lymphoma 发表于 2025-3-26 15:47:13

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Defraud 发表于 2025-3-26 18:39:26

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查看完整版本: Titlebook: Econophysics of Order-driven Markets; Frédéric Abergel (Chair of Quantitative Finance),B Book 2011 Springer Milan 2011 Econophysics.Financ