2

Econophysics review: II. Agent-based models

Year:
2011
Language:
english
File:
PDF, 1.45 MB
english, 2011
3

Econophysics review: I. Empirical facts

Year:
2011
Language:
english
File:
PDF, 2.56 MB
english, 2011
4

Reconstruction of Order Flows using Aggregated Data

Year:
2016
Language:
english
File:
PDF, 734 KB
english, 2016
5

Limit Order Books || Limit Order Book Data

Year:
2016
Language:
english
File:
PDF, 83 KB
english, 2016
9

Modelling intensities of order flows in a limit order book

Year:
2016
Language:
english
File:
PDF, 1.66 MB
english, 2016
10

Limit Order Books || Introduction

Year:
2016
Language:
english
File:
PDF, 238 KB
english, 2016
12

Exact and Asymptotic Solutions of the Call Auction Problem

Year:
2015
Language:
english
File:
PDF, 578 KB
english, 2015
17

Analyzing order flows in limit order books with ratios of Cox-type intensities

Year:
2019
Language:
english
File:
PDF, 1.86 MB
english, 2019
18

Limit Order Books || Bibliography

Year:
2016
Language:
english
File:
PDF, 96 KB
english, 2016
19

Limit Order Books || Preface

Year:
2016
Language:
english
File:
PDF, 45 KB
english, 2016
23

Modelling Trades-Through in a Limited Order Book Using Hawkes Processes

Year:
2011
Language:
english
File:
PDF, 426 KB
english, 2011