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~person:"Remillard, Bruno"
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functional central limit theorems (FCLT)
2
law of large numbers (LLN)
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limit order books (LOB)
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multivariate general compound point processes (MGCPP)
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multivariate point processes (MPP)
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Remillard, Bruno
Podolskij, Mark
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Rosenbaum, Mathieu
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Chernozhukov, Victor
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Chetverikov, Denis
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Hidalgo, Javier
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Kato, Kengo
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Sviščuk, Anatolij
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Krätschmer, Volker
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Mykland, Per A.
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Pesaran, M. Hashem
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Schafgans, Marcia M. A.
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Yang, Cynthia Fan
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Abergel, Frédéric
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Bai, Shuyang
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Bao Hoang Nguyen
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Belomestny, Denis
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Bercu, Bernard
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Bibinger, Markus
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Chen Zhou
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Corcuera, José Manuel
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Dolinsky, Yan
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Einmahl, John H. J.
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Guo, Qi
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Gärtner, Kerstin
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Hedevang, Emil
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Huffman, Aiden
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Jacod, Jean
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Jennings, Otis B.
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Mazur, Stepan
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Nieuwenhuis, G.
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Otryakhin, Dmitry
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Pakkanen, Mikko S.
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Peccati, Giovanni
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Roueff, François
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Stepanov, A.
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Taqqu, Murad S.
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Véricourt, Francis de
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Zelenyuk, Valentin
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Zheng, Ban
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Multivariate general compound point processes in limit order books
Guo, Qi
;
Remillard, Bruno
;
Sviščuk, Anatolij
- In:
Risks
8
(
2020
)
3
,
pp. 1-20
model the order flow instead of the Hawkes process. The law of large numbers (LLN) and two functional central
limit
theorems
…
Persistent link: https://www.econbiz.de/10013200631
Saved in:
2
Multivariate general compound point processes in limit order books
Guo, Qi
;
Remillard, Bruno
;
Sviščuk, Anatolij
- In:
Risks : open access journal
8
(
2020
)
3/98
,
pp. 1-20
model the order flow instead of the Hawkes process. The law of large numbers (LLN) and two functional central
limit
theorems
…
Persistent link: https://www.econbiz.de/10012293689
Saved in:
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