Dataset - CKAN

Price Dynamics, financial fragility and aggregate volatility

URL des Documents de travail : http://centredeconomiesorbonne.univ-paris1.fr/bandeau-haut/documents-de-travail/
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A framework for the modeling of order book dynamics based on event sizes

We propose a modeling framework for the dynamics of a reduced form order book in event time and based on event sizes. Our framework for the order book is influenced by...
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