Auflistung LIF-SAFE Working Papers nach Schlagwort "resiliency"
Anzeige der Dokumente 1-1 von 1
-
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 ...