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Tag: estimation theory

Market Microstructure

High-frequency stock market order transitions during the US-China trade war 2018: A discrete-time Markov chain analysis

Abstract Statistical analysis of high-frequency stock market order transaction data is conducted to understand order transition dynamics. We…

Rey

S. Rabindrajit LuwangDr. Anish RaiDr. Md. NurujjamanDr. Om PrakashDr. Chittaranjan Hens

Jan 12, 2024

·

1 min read

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