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Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
The objective of this dissertation is to study the queuing and point process models that try to capture as many features as possible of the high-frequency data of a limit order book. First, we use a generalized birth-death stochastic...
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
