Nonparametric Estimation of Self- and Cross-Impact

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hey, Natascha, Neuman, Eyal, Tuschmann, Sturmius
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Mathematical Finance Statistical Finance Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.06879