Auflistung nach Schlagwort "resiliency"
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BEDOFIH
The BEDOFIH database includes trades and orders with the highest frequency. BEDOFIH covers the most important European stock markets. -
Resiliency: Cross-Venue Dynamics with Hawkes Processes
(2020-10-16)Market fragmentation and technological advances increasing the speed of trading altered the functioning and stability of global equity limit order markets. Taking market resiliency as an indicator of market quality, we ...