Marked point processes and intensity ratios for limit order book modeling

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
2520-8764
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Marked point processes and intensity ratios for limit order book modeling ; day:1 ; month:1 ; year:2022 ; pages:1-39
Japanese journal of statistics and data science ; (1.1.2022), 1-39

Creator
Muni Toke, Ioane
Yoshida, Nakahiro
Contributor
SpringerLink (Online service)

DOI
10.1007/s42081-021-00137-9
URN
urn:nbn:de:101:1-2022021018415202685143
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:32 AM CEST

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Associated

  • Muni Toke, Ioane
  • Yoshida, Nakahiro
  • SpringerLink (Online service)

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