Liquidity in high resolution in limit order markets
Sudhanshu Pani
| Year of publication: |
2021
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|---|---|
| Authors: | Pani, Sudhanshu |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 8.2021, 1, p. 23-49
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| Subject: | high resolution | liquidity | Bayesian hierarchical models | limit order markets | vine copula regression | market microstructure | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Theorie | Theory | Börsenkurs | Share price | Finanzmarkt | Financial market | Multivariate Verteilung | Multivariate distribution | Marktliquidität | Market liquidity | Börse | Bourse | Bayes-Statistik | Bayesian inference |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2021.113844 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012510329