Showing 1 - 3 of 3
Financial markets exhibit a complex hierarchy among different processes, e.g. a trading time marks the initiation of a trade, and a trade triggers a price change. High-frequency trading data arrive at random times. By combining stochastic and agent-based approaches, we develop a model for...
Persistent link: https://www.econbiz.de/10010976273
Persistent link: https://www.econbiz.de/10010606810
Persistent link: https://www.econbiz.de/10005495742