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Список цитирования публикации:
STATISTICAL PROPERTIES OF THE DYNAMICS OF ORDER BOOKS: EMPIRICAL RESULTS

Элементы 1—3 из 3.

ID	Название публикации	Год
8984	MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES	2015
4326	MODELLING STOCK ORDER FLOWS WITH NON-HOMOGENEOUS INTENSITIES FROM HIGH-FREQUENCY DATA	2013
4440	MODELLING OF STATISTICAL FLUCTUATIONS OF INFORMATION FLOWS BY MIXTURES OF GAMMA DISTRIBUTIONS	2013