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1 Ergebnisse
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Liquidity fluctuations and the latent dynamics of price imp..:
Mertens L. P
;
Ciacci A
;
Lillo F
.
info:eu-repo/semantics/altIdentifier/wos/WOS:000674814200001. , 2022
Link:
https://hdl.handle.net/11585/861888
RT Journal T1 <Title>Liquidity fluctuations and the latent dynamics of price impact</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunibolognairis:oai:cris.unibo.it:11585_861888&Exemplar=1&LAN=DE A1 Mertens L. P A1 Ciacci A A1 Lillo F A1 Livieri G YR 2022 K1 Kalman filter K1 Liquidity K1 Order flow imbalance K1 Price impact JF info:eu-repo/semantics/altIdentifier/wos/WOS:000674814200001 LK http://dx.doi.org/https://hdl.handle.net/11585/861888 DO https://hdl.handle.net/11585/861888 SF ELIB - SuUB Bremen
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