订单流的单队列响应Hawkes模型

{"title":"订单流的单队列响应Hawkes模型","authors":"P. Wu, M. Rambaldi, J. Muzy, E. Bacry","doi":"10.1142/s2382626620500136","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":232544,"journal":{"name":"Market Microstructure and Liquidity","volume":"15 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A single queue reactive Hawkes model for the order flow\",\"authors\":\"P. Wu, M. Rambaldi, J. Muzy, E. Bacry\",\"doi\":\"10.1142/s2382626620500136\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":232544,\"journal\":{\"name\":\"Market Microstructure and Liquidity\",\"volume\":\"15 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-04-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Market Microstructure and Liquidity\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/s2382626620500136\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Market Microstructure and Liquidity","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s2382626620500136","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}