Marked point processes and intensity ratios for limit order book modeling
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Cited by:
- Nakahiro Yoshida, 2022. "Quasi-likelihood analysis and its applications," Statistical Inference for Stochastic Processes, Springer, vol. 25(1), pages 43-60, April.
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This paper has been announced in the following NEP Reports:- NEP-MST-2020-02-10 (Market Microstructure)
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