Modeling Stock Price Changes Based on Microstructural Market Data
In modern electronic stock exchanges there is an opportunity to analyze event driven market microstructure data. This data is highly informative and describes physical price formation which makes it possible to find complex patterns in price dynamics. It is very time consuming and hard to find this...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Russo |
| Publicat: |
Government of the Russian Federation, Financial University
2018-11-01
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| Col·lecció: | Финансы: теория и практика |
| Matèries: | |
| Accés en línia: | https://financetp.fa.ru/jour/article/view/757 |
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