Results 291 to 300 of about 11,815,776 (302)
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Distilling liquidity costs from limit order books
Journal of Banking and Finance, 2018Jean-Yves Filbien, Alexandre Roch
exaly
Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations
Methodology and Computing in Applied Probability, 2020Anatoliy Swishchuk
exaly
Determining the integrated volatility via limit order books with multiple records
Quantitative Finance, 2017Qiang Liu, Zhi Liu, Deng Ding
exaly
Optimal execution strategies in limit order books with general shape functions
Quantitative Finance, 2010Alexander Schied, Aurélien Alfonsi
exaly
Limit order books and trade informativeness
European Journal of Finance, 2012Albert J Menkveld, Joachim Grammig
exaly