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The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Maitrier, Guillaume, Loeper, Grégoire, Bouchaud, Jean-Philippe
Formato:	Preprint
Publicado:	2025
Materias:	Trading and Market Microstructure
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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