Analysis of order book dynamics in the Japanese stock market using the Queue-Reactive Hawkes process
1991 ◽
Vol 12
(2)
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pp. 183-195
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Keyword(s):
Keyword(s):
2008 ◽
Vol 78
(2-3)
◽
pp. 223-236
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Keyword(s):
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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2011 ◽
Vol 2011
(0)
◽
pp. 102-111
Keyword(s):
Keyword(s):
1988 ◽
Vol 1
(1)
◽
pp. 21-44
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2008 ◽
Vol 18
(17)
◽
pp. 1391-1400
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1986 ◽
Vol 15
(1)
◽
pp. 42-75
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