AIP Conference Proceedings [AIP 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013: ICNAAM 2013 - Rhodes, Greece (21–27 September 2013)] - Modelling stock order flows with non-homogeneous intensities from high-frequency data
Gorshenin, Andrey K., Korolev, Victor Yu., Zeifman, Alexander I., Shorgin, Sergey Ya., Chertok, Andrey V., Evstafyev, Artem I., Korchagin, Alexander Yu.Year:
2013
Language:
english
DOI:
10.1063/1.4826023
File:
PDF, 204 KB
english, 2013