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"Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes ..."

Konark Jain et al. (2023)

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DOI: 10.48550/ARXIV.2312.08927

access: open

type: Informal or Other Publication

metadata version: 2024-05-07

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  dblp key:
  - journals/corr/abs-2312-08927
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  - https://dblp.org/rec/journals/corr/abs-2312-08927
Konark Jain, Nick Firoozye, Jonathan Kochems, Philip C. Treleaven:
Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process. CoRR abs/2312.08927 (2023)

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