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Why is the estimation of metaorder impact with public market data so challenging?

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Naviglio, Manuel, Bormetti, Giacomo, Campigli, Francesco, Rodikov, German, Lillo, Fabrizio
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Trading and Market Microstructure Artificial Intelligence Econometrics Physics and Society
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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