RePEcTrading, Microstructure & Execution
Statistical Modeling of High-Frequency Trading Data
The paper discusses statistical modeling approaches for analyzing high-frequency trading data.
Featured in No. 1 on 24 May 2023 · on release day
- Released
- 24 May 2023
- First featured
- No. 1 · 24 May 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 41
- Identifier
- RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).