Semi Markov model for market microstructure
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | https://hal.science/hal-00819269 |
| Author | Fodra, Pietro, Pham, Huyên |
| Maintainer | CCSD |
| Last Updated | May 11, 2026, 06:34 (UTC) |
| Created | May 11, 2026, 06:34 (UTC) |
| Identifier | hal-00819269 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire de Probabilités et Modèles Aléatoires (LPMA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Fodra, Pietro |
| date | 2013-04-26T00:00:00 |
| harvest_object_id | e7514a0a-3fb9-48d5-964a-1fa41dff02f3 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-09-29T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1305.0105 |
| set_spec | type:UNDEFINED |