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subject:"Stock market"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~person:"Abergel, Frédéric"
~subject:"Geld-Brief-Spanne"
~subject:"Marktmikrostruktur"
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Journal of economic dynamics & control
Quantitative finance
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
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High-dimensional Hawkes processes for limit order books : modelling, empirical analysis and numerical calibration
Lu, Xiaofei
;
Abergel, Frédéric
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 249-264
Persistent link: https://www.econbiz.de/10011905913
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