Lignende værker

• The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework
  af: Maitrier, Guillaume, et al.
  Udgivet: (2025)
• Generating realistic metaorders from public data
  af: Maitrier, Guillaume, et al.
  Udgivet: (2025)
• The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
  af: Maitrier, Guillaume, et al.
  Udgivet: (2025)
• Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
  af: Aubrun, Cecilia, et al.
  Udgivet: (2025)
• Forecasting High Frequency Order Flow Imbalance
  af: Anantha, Aditya Nittur, et al.
  Udgivet: (2024)