Modelling Trades-Through in a Limit Order Book Using Hawkes...

Economics The Open-Access Open-Assessment E-Journal 2012 Vol. 6; Iss. 2012-22

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

Muni Toke, Ioane, Pomponio, Fabrizio
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Volume:
6
Year:
2012
Language:
english
Journal:
Economics: The Open-Access, Open-Assessment E-Journal
DOI:
10.5018/economics-ejournal.ja.2012-22
File:
PDF, 333 KB
english, 2012
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