Self-exciting price impact via negative resilience in stochastic order books

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1572-9338
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Self-exciting price impact via negative resilience in stochastic order books ; day:20 ; month:9 ; year:2022 ; pages:1-23
Annals of operations research ; (20.9.2022), 1-23

Classification
Wirtschaft

Creator
Ackermann, Julia
Kruse, Thomas
Urusov, Mikhail
Contributor
SpringerLink (Online service)

DOI
10.1007/s10479-022-04973-0
URN
urn:nbn:de:101:1-2022121421051475644213
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:31 AM CEST

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Associated

  • Ackermann, Julia
  • Kruse, Thomas
  • Urusov, Mikhail
  • SpringerLink (Online service)

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