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subject:"Elektronisches Handelssystem"
~person:"Chavez-Casillas, Jonathan"
~subject:"Börse"
~subject:"Exchange rate"
~subject:"Share price"
~type_genre:"Bibliografie"
~type_genre:"Book section"
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Elektronisches Handelssystem
Börse
Exchange rate
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Bid-ask spread
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Börsenkurs
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Geld-Brief-Spanne
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Market microstructure
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Chavez-Casillas, Jonathan
Lux, Thomas
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Alfarano, Simone
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Dounias, Georgios
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Rime, Dagfinn
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Financial mathematics, volatility and covariance modelling
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ECONIS (ZBW)
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Compound hawkes processes in limit order books
Sviščuk, Anatolij
;
Remillard, Bruno
;
Elliott, Robert J.
; …
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 191-214)
.
2019
Persistent link: https://www.econbiz.de/10012249127
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