结果：找到“limit order book”相关内容21个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Limit Order Books-Cambridge University Press(2016)
4 个回复 - 2325 次查看 Limit Order Books-Cambridge University Press(2016)2016-10-8 17:34 - cqiao - 金融学（理论版）
4 个回复 - 2325 次查看 Limit Order Books-Cambridge University Press(2016)2016-10-8 17:34 - cqiao - 金融学（理论版）
High-frequency_Limit order book
23 个回复 - 8322 次查看 Price fluctuations from the order book perspective - empirical facts and a simple model AbstractStatistical properties of an order book and the e ect they have on price dynamicswere studied using t ...2013-4-15 23:30 - cy1991630 - 金融学（理论版）
23 个回复 - 8322 次查看 Price fluctuations from the order book perspective - empirical facts and a simple model AbstractStatistical properties of an order book and the e ect they have on price dynamicswere studied using t ...2013-4-15 23:30 - cy1991630 - 金融学（理论版）
Limit Order Book as a Market for Liquidity
6 个回复 - 966 次查看 Limit Order Book as a Market for Liquidity 需要点币，不够的留邮箱2021-12-14 13:08 - bulalala1 - 量化投资
6 个回复 - 966 次查看 Limit Order Book as a Market for Liquidity 需要点币，不够的留邮箱2021-12-14 13:08 - bulalala1 - 量化投资
求论文Prediction of Hidden Liquidity in the Limit Order Book of GLOBEX Futures
14 个回复 - 3783 次查看 需要PDF文件，35个币 急~2015-11-30 14:00 - yangyuhangJP - 悬赏大厅
14 个回复 - 3783 次查看 需要PDF文件，35个币 急~2015-11-30 14:00 - yangyuhangJP - 悬赏大厅
Wiley:Price Movement Effects on the State of the Electronic Limit-Order Book
3 个回复 - 1267 次查看 【作者(必填)】 [*]Yue-cheong Chan* 【文题(必填)】 Price Movement Effects on the State of the Electronic Limit-Order Book 【年份(必填)】 2005 【全文链接或数据库名称(选填)】http://onlinelibrary. ...2013-9-19 21:23 - qijiongli - 求助成功区
3 个回复 - 1267 次查看 【作者(必填)】 [*]Yue-cheong Chan* 【文题(必填)】 Price Movement Effects on the State of the Electronic Limit-Order Book 【年份(必填)】 2005 【全文链接或数据库名称(选填)】http://onlinelibrary. ...2013-9-19 21:23 - qijiongli - 求助成功区
Resiliency of the limit order book
2 个回复 - 839 次查看 【作者(必填)】 Danny K.Lo[/backcolor] [/backcolor]Anthony D.Hall[/backcolor] 【文题(必填)】 Resiliency of the limit order book【年份(必填)】 2015 【全文链接或数据库名称(选填)】2018-6-15 13:51 - jgns - 求助成功区
2 个回复 - 839 次查看 【作者(必填)】 Danny K.Lo[/backcolor] [/backcolor]Anthony D.Hall[/backcolor] 【文题(必填)】 Resiliency of the limit order book【年份(必填)】 2015 【全文链接或数据库名称(选填)】2018-6-15 13:51 - jgns - 求助成功区
new+survey+of+limit+order+book
0 个回复 - 794 次查看 限价订单的新研究（LOB，Limit Order Book）2017-11-14 15:28 - sophiesdaisy - 金融学（理论版）
0 个回复 - 794 次查看 限价订单的新研究（LOB，Limit Order Book）2017-11-14 15:28 - sophiesdaisy - 金融学（理论版）
[ScienceDirect] The information content of the limit order book
2 个回复 - 979 次查看 【作者(必填)】 Lawrence E. Harris, Venkatesh Panchapagesan 【文题(必填)】The information content of the limit order book: evidence from NYSE specialist trading decisions 【年份(必填)】 2005 ...2017-6-14 10:39 - systrader - 求助成功区
2 个回复 - 979 次查看 【作者(必填)】 Lawrence E. Harris, Venkatesh Panchapagesan 【文题(必填)】The information content of the limit order book: evidence from NYSE specialist trading decisions 【年份(必填)】 2005 ...2017-6-14 10:39 - systrader - 求助成功区
Modelling the Buy and Sell Intensity in a Limit Order Book Market
4 个回复 - 1051 次查看 【作者(必填)】 Tony Hall, Nikolaus Hautsch 【文题(必填)】 Modelling the Buy and Sell Intensity in a Limit Order Book Market 【年份(必填)】 2008 【全文链接或数据库名称(选填)】 http://papers.ss ...2015-12-18 10:27 - forrest_zhukun - 求助成功区
4 个回复 - 1051 次查看 【作者(必填)】 Tony Hall, Nikolaus Hautsch 【文题(必填)】 Modelling the Buy and Sell Intensity in a Limit Order Book Market 【年份(必填)】 2008 【全文链接或数据库名称(选填)】 http://papers.ss ...2015-12-18 10:27 - forrest_zhukun - 求助成功区
High Frequency Trading Limit Order Book Dynamics pdf下载
3 个回复 - 3385 次查看 High Frequency Trading Limit Order Book Dynamics pdf下载 下载地址:http://bbs.pinggu.org/a-1308615.html This is the survival guide for trading in a world where high-frequency trading predominates i ...2016-10-15 10:38 - 浪子彦青 - 休闲灌水
3 个回复 - 3385 次查看 High Frequency Trading Limit Order Book Dynamics pdf下载 下载地址:http://bbs.pinggu.org/a-1308615.html This is the survival guide for trading in a world where high-frequency trading predominates i ...2016-10-15 10:38 - 浪子彦青 - 休闲灌水
Prediction of Hidden Liquidity in the Limit Order Book of GLOBEX Future
14 个回复 - 5751 次查看 如题, 求论文 Prediction of Hidden Liquidity in the Limit Order Book of GLOBEX Futures 谢谢!2014-8-10 09:31 - oldfishdk - 求助成功区
14 个回复 - 5751 次查看 如题, 求论文 Prediction of Hidden Liquidity in the Limit Order Book of GLOBEX Futures 谢谢!2014-8-10 09:31 - oldfishdk - 求助成功区
An Empirical Analysis of the Limit Order Book and the Order Flow
5 个回复 - 2052 次查看 An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 作者：Bruno R Biais Journal of Finance Issue (Month): 5 (December) Pages: 1655-89 感谢帮助~~2011-5-23 09:27 - beforewu - 求助成功区
5 个回复 - 2052 次查看 An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 作者：Bruno R Biais Journal of Finance Issue (Month): 5 (December) Pages: 1655-89 感谢帮助~~2011-5-23 09:27 - beforewu - 求助成功区
A law of large numbers for limit order books
3 个回复 - 2108 次查看 A law of large numbers for limit order books 发现订单下的秘密2015-7-25 08:56 - wangfs111222 - 量化投资
3 个回复 - 2108 次查看 A law of large numbers for limit order books 发现订单下的秘密2015-7-25 08:56 - wangfs111222 - 量化投资
Rebuilding the limit order book: sequential Bayesian inference on hidden states
2 个回复 - 748 次查看 【作者(必填)】 Hugh L. Christensena, Richard E. Turnerb, Simon I. Hilla & Simon J. Godsilla 【文题(必填)】 Rebuilding the limit order book: sequential Bayesian inference on hidden states 【年份(必 ...2015-6-30 22:00 - forrest_zhukun - 求助成功区
2 个回复 - 748 次查看 【作者(必填)】 Hugh L. Christensena, Richard E. Turnerb, Simon I. Hilla & Simon J. Godsilla 【文题(必填)】 Rebuilding the limit order book: sequential Bayesian inference on hidden states 【年份(必 ...2015-6-30 22:00 - forrest_zhukun - 求助成功区
NASDAQ 高频 Limited Order Book 数据
0 个回复 - 3164 次查看 NASDAQ 高频 Limited Order Book 数据 数据样本China Infrastructure Investment Corporation （CICC）免费下载 可提供SP500 及中国大陆，香港，台湾在NASDAQ 上的Limited Order Book 数据, bid-ask price 深达5 ...2014-6-15 17:01 - bobojin - 数据分析与数据挖掘
0 个回复 - 3164 次查看 NASDAQ 高频 Limited Order Book 数据 数据样本China Infrastructure Investment Corporation （CICC）免费下载 可提供SP500 及中国大陆，香港，台湾在NASDAQ 上的Limited Order Book 数据, bid-ask price 深达5 ...2014-6-15 17:01 - bobojin - 数据分析与数据挖掘
Liquidity provision in a limit order book without adverse selection
2 个回复 - 906 次查看 【作者(必填)】 Onur Bayar, 【文题(必填)】 Liquidity provision in a limit order book without adverse selection【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scienc ...2013-9-20 01:25 - qijiongli - 求助成功区
2 个回复 - 906 次查看 【作者(必填)】 Onur Bayar, 【文题(必填)】 Liquidity provision in a limit order book without adverse selection【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scienc ...2013-9-20 01:25 - qijiongli - 求助成功区
oxford journal:A Dynamic Model of the Limit Order Book
1 个回复 - 935 次查看 【作者(必填)】 rosu 【文题(必填)】 A Dynamic Model of the Limit Order Book【年份(必填)】 2009 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/early/2009/04/02/rfs.hhp011.short ...2013-9-20 13:47 - qijiongli - 求助成功区
1 个回复 - 935 次查看 【作者(必填)】 rosu 【文题(必填)】 A Dynamic Model of the Limit Order Book【年份(必填)】 2009 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/early/2009/04/02/rfs.hhp011.short ...2013-9-20 13:47 - qijiongli - 求助成功区
elsevierModelling the buy and sell intensity in a limit order book market
1 个回复 - 696 次查看 【作者(必填)】 Hall 【文题(必填)】 Modelling the buy and sell intensity in a limit order book market 【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article ...2013-9-19 14:22 - qijiongli - 求助成功区
1 个回复 - 696 次查看 【作者(必填)】 Hall 【文题(必填)】 Modelling the buy and sell intensity in a limit order book market 【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article ...2013-9-19 14:22 - qijiongli - 求助成功区
文章上传: High-frequency trading in a limit order book
6 个回复 - 3646 次查看 2009-11-13 09:12 - Killbill - 经济金融数学专区
6 个回复 - 3646 次查看 2009-11-13 09:12 - Killbill - 经济金融数学专区
Constrained portfolio liquidation in a limit order book model
0 个回复 - 1014 次查看 Constrained portfolio liquidation in a limit order book model.pdf2011-12-14 13:02 - shuiyuefuxue - 金融工程（数量金融）与金融衍生品
0 个回复 - 1014 次查看 Constrained portfolio liquidation in a limit order book model.pdf2011-12-14 13:02 - shuiyuefuxue - 金融工程（数量金融）与金融衍生品
