Matches in SemOpenAlex for { <https://semopenalex.org/work/W2593571664> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W2593571664 endingPage "1750019" @default.
- W2593571664 startingPage "1750019" @default.
- W2593571664 abstract "The paper considers a general semi-Markov model for limit order books with two states that incorporates price changes that are not fixed to one tick. Furthermore, we introduce an even more general case of the semi-Markov model for limit order books that incorporates an arbitrary number of states for the price changes. For both cases, the justifications, diffusion limits, implementations and numerical results are presented for different limit order book data: Apple, Amazon, Google, Microsoft, Intel on 21 June 2012 and Cisco, Facebook, Intel, Liberty Global, Liberty Interactive, Microsoft, Vodafone from 3 November 2014 to 7 November 2014." @default.
- W2593571664 created "2017-03-16" @default.
- W2593571664 creator A5042428692 @default.
- W2593571664 creator A5073058819 @default.
- W2593571664 creator A5087178350 @default.
- W2593571664 creator A5090350210 @default.
- W2593571664 date "2017-04-24" @default.
- W2593571664 modified "2023-09-27" @default.
- W2593571664 title "GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS" @default.
- W2593571664 cites W3101983215 @default.
- W2593571664 cites W3121195520 @default.
- W2593571664 cites W3125796404 @default.
- W2593571664 cites W755194005 @default.
- W2593571664 doi "https://doi.org/10.1142/s0219024917500194" @default.
- W2593571664 hasPublicationYear "2017" @default.
- W2593571664 type Work @default.
- W2593571664 sameAs 2593571664 @default.
- W2593571664 citedByCount "13" @default.
- W2593571664 countsByYear W25935716642017 @default.
- W2593571664 countsByYear W25935716642018 @default.
- W2593571664 countsByYear W25935716642019 @default.
- W2593571664 countsByYear W25935716642020 @default.
- W2593571664 countsByYear W25935716642021 @default.
- W2593571664 countsByYear W25935716642022 @default.
- W2593571664 countsByYear W25935716642023 @default.
- W2593571664 crossrefType "journal-article" @default.
- W2593571664 hasAuthorship W2593571664A5042428692 @default.
- W2593571664 hasAuthorship W2593571664A5073058819 @default.
- W2593571664 hasAuthorship W2593571664A5087178350 @default.
- W2593571664 hasAuthorship W2593571664A5090350210 @default.
- W2593571664 hasConcept C10138342 @default.
- W2593571664 hasConcept C119857082 @default.
- W2593571664 hasConcept C134306372 @default.
- W2593571664 hasConcept C144237770 @default.
- W2593571664 hasConcept C151201525 @default.
- W2593571664 hasConcept C162324750 @default.
- W2593571664 hasConcept C163836022 @default.
- W2593571664 hasConcept C182306322 @default.
- W2593571664 hasConcept C199360897 @default.
- W2593571664 hasConcept C26713055 @default.
- W2593571664 hasConcept C28826006 @default.
- W2593571664 hasConcept C33923547 @default.
- W2593571664 hasConcept C41008148 @default.
- W2593571664 hasConcept C98763669 @default.
- W2593571664 hasConceptScore W2593571664C10138342 @default.
- W2593571664 hasConceptScore W2593571664C119857082 @default.
- W2593571664 hasConceptScore W2593571664C134306372 @default.
- W2593571664 hasConceptScore W2593571664C144237770 @default.
- W2593571664 hasConceptScore W2593571664C151201525 @default.
- W2593571664 hasConceptScore W2593571664C162324750 @default.
- W2593571664 hasConceptScore W2593571664C163836022 @default.
- W2593571664 hasConceptScore W2593571664C182306322 @default.
- W2593571664 hasConceptScore W2593571664C199360897 @default.
- W2593571664 hasConceptScore W2593571664C26713055 @default.
- W2593571664 hasConceptScore W2593571664C28826006 @default.
- W2593571664 hasConceptScore W2593571664C33923547 @default.
- W2593571664 hasConceptScore W2593571664C41008148 @default.
- W2593571664 hasConceptScore W2593571664C98763669 @default.
- W2593571664 hasIssue "03" @default.
- W2593571664 hasLocation W25935716641 @default.
- W2593571664 hasOpenAccess W2593571664 @default.
- W2593571664 hasPrimaryLocation W25935716641 @default.
- W2593571664 hasRelatedWork W2060790054 @default.
- W2593571664 hasRelatedWork W2132710923 @default.
- W2593571664 hasRelatedWork W2383235168 @default.
- W2593571664 hasRelatedWork W2389529561 @default.
- W2593571664 hasRelatedWork W2389682331 @default.
- W2593571664 hasRelatedWork W2392618323 @default.
- W2593571664 hasRelatedWork W2949477797 @default.
- W2593571664 hasRelatedWork W2951343324 @default.
- W2593571664 hasRelatedWork W3104995436 @default.
- W2593571664 hasRelatedWork W4291324660 @default.
- W2593571664 hasVolume "20" @default.
- W2593571664 isParatext "false" @default.
- W2593571664 isRetracted "false" @default.
- W2593571664 magId "2593571664" @default.
- W2593571664 workType "article" @default.