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~isPartOf:"Market microstructure and liquidity"
~isPartOf:"The European journal of finance"
~person:"Bouchaud, Jean-Philippe"
~subject:"Estimation"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Market microstructure and liquidity
The European journal of finance
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Non-parametric estimation of quadratic Hawkes processes for order book events
Fosset, Antoine
;
Bouchaud, Jean-Philippe
;
Benzaquen, Michael
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 663-678
Persistent link: https://www.econbiz.de/10013373307
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2
The short-term price impact of trades is universal
Tóth, Bence
;
Eisler, Zoltán
;
Bouchaud, Jean-Philippe
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011923328
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