test_moissonnage_selune
type: Agent

Semi Markov model for market microstructure
type: Distribution
access URL: https://hal.science/hal-00819269
format: HTML
issued: 2026-05-11T06:34:47.715553
modified: 2026-05-11T06:34:47.695245

Semi Markov model for market microstructure
type: Dataset
contact point: Organization
  fn: CCSD
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: infoeu-reposemanticspreprint
keyword: preprints-working-papers-
keyword: qfintrquantitative-finance-q-fintrading-and-market-microstructure-q-fintr
keyword: microstructure-noise
keyword: signature-plot
keyword: scaling-limit
keyword: markov-renewal-process
landing page: https://hal.science/hal-00819269
description: number of pages: 25
issued: 2026-05-11T06:34:47.708932
language: en
modified: 2026-05-11T06:34:47.708937