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Published By Cambridge University Press

9781107156050, 9781316659335

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LIMIT ORDER BOOKS: MODELS

Trades, Quotes and Prices ◽

10.1017/9781316659335.008 ◽

2018 ◽

pp. 75-77

Keyword(s):

Limit Order ◽

Order Books ◽

Limit Order Books

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The Propagator Model

Trades, Quotes and Prices ◽

10.1017/9781316659335.020 ◽

2018 ◽

pp. 249-269

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The Santa Fe Model for Limit Order Books

Trades, Quotes and Prices ◽

10.1017/9781316659335.012 ◽

2018 ◽

pp. 134-158

Keyword(s):

Fe Model ◽

Santa Fe ◽

Limit Order ◽

Order Books ◽

Limit Order Books

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Joint-Queue Dynamics for Large-Tick Stocks

Trades, Quotes and Prices ◽

10.1017/9781316659335.011 ◽

2018 ◽

pp. 117-133

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MARKET DYNAMICS AT THE MICRO-SCALE

Trades, Quotes and Prices ◽

10.1017/9781316659335.019 ◽

2018 ◽

pp. 245-248

Keyword(s):

Market Dynamics ◽

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The Statistics of Price Changes: An Informal Primer

Trades, Quotes and Prices ◽

10.1017/9781316659335.004 ◽

2018 ◽

pp. 22-40

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The Ecology of Financial Markets

Trades, Quotes and Prices ◽

10.1017/9781316659335.003 ◽

2018 ◽

pp. 5-21

Keyword(s):

Financial Markets

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Limit Order Books

Trades, Quotes and Prices ◽

10.1017/9781316659335.006 ◽

2018 ◽

pp. 44-57

Keyword(s):

Limit Order ◽

Order Books ◽

Limit Order Books

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CLUSTERING AND CORRELATIONS

Trades, Quotes and Prices ◽

10.1017/9781316659335.013 ◽

2018 ◽

pp. 159-162

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Single-Queue Dynamics: Simple Models

Trades, Quotes and Prices ◽

10.1017/9781316659335.009 ◽

2018 ◽

pp. 78-100

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