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1 Ergebnisse
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Federal market information technology in the post flash cra..:
, In:
Proceedings of the fourth workshop on High performance computational finance
,
Bethel, E. Wes
;
Leinweber, David
;
Rübel, Oliver
. - p. 23-30 , 2011
Link:
https://dl.acm.org/doi/10.1145/2088256.2088267
RT T1
Proceedings of the fourth workshop on High performance computational finance
: T1
Federal market information technology in the post flash crash era : roles for supercomputing
UL https://suche.suub.uni-bremen.de/peid=acm-2088267&Exemplar=1&LAN=DE A1 Bethel, E. Wes A1 Leinweber, David A1 Rübel, Oliver A1 Wu, Kesheng PB ACM YR 2011 K1 JEL codes: c02 K1 VPIN K1 circuit breakers K1 d52 K1 d53 K1 flash crash K1 flow toxicity K1 g14 K1 liquidity K1 market fragmentation K1 market microstructure K1 probability of informed trading K1 Applied computing SP 23 OP 30 LK http://dx.doi.org/https://dl.acm.org/doi/10.1145/2088256.2088267 DO https://dl.acm.org/doi/10.1145/2088256.2088267 SF ELIB - SuUB Bremen
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