<p>Proportion of time market is in crossed state as a function of limit and market order arrival rates for <i>α</i> = 1 and <i>β</i> = 0.</p
For a given frequency of price changes, the real e¤ect of a monetary shock is small if adjusting rms...
<p>Data for all plots were collapsed across subjects, presentation modality, and spatiotemporal conf...
We present an empirical study of the first passage time (FPT) of order book prices needed to observe...
<p>Mean consolidated spread as market and limit order arrival rates are varied for <i>α</i> = 1 and ...
<p>(A) One state describes a unimodal distribution of dominance times under continuous presentation....
<p>State diagram of the two possible states and transitions among these states. The waiting time <i>...
This paper studies the duration of fixed exchange rate regimes. We argue that the probability of an ...
This paper investigates the sensitivity of higher-order co-moments for different return measurement ...
<p>We calculated the deviation from the minimal time to detection when we assume that an epidemic st...
<p>Sensitivity analysis on duration of latent period and duration of infectiousness.</p
This paper puts a focus on the hazard function of inter-trade durationsto characterize the intraday ...
The duration dependence of stock market cycles has been investigated using the Markov-switching mode...
<p>The systems are at an initial steady state and, at time zero, the signal, represented in the x ax...
<p>The percent of check-ins which their times are closer than a threshold to the real time (<i>left<...
Abstract The stationary distribution of the number of customers in the infinite-server system with n...
For a given frequency of price changes, the real e¤ect of a monetary shock is small if adjusting rms...
<p>Data for all plots were collapsed across subjects, presentation modality, and spatiotemporal conf...
We present an empirical study of the first passage time (FPT) of order book prices needed to observe...
<p>Mean consolidated spread as market and limit order arrival rates are varied for <i>α</i> = 1 and ...
<p>(A) One state describes a unimodal distribution of dominance times under continuous presentation....
<p>State diagram of the two possible states and transitions among these states. The waiting time <i>...
This paper studies the duration of fixed exchange rate regimes. We argue that the probability of an ...
This paper investigates the sensitivity of higher-order co-moments for different return measurement ...
<p>We calculated the deviation from the minimal time to detection when we assume that an epidemic st...
<p>Sensitivity analysis on duration of latent period and duration of infectiousness.</p
This paper puts a focus on the hazard function of inter-trade durationsto characterize the intraday ...
The duration dependence of stock market cycles has been investigated using the Markov-switching mode...
<p>The systems are at an initial steady state and, at time zero, the signal, represented in the x ax...
<p>The percent of check-ins which their times are closer than a threshold to the real time (<i>left<...
Abstract The stationary distribution of the number of customers in the infinite-server system with n...
For a given frequency of price changes, the real e¤ect of a monetary shock is small if adjusting rms...
<p>Data for all plots were collapsed across subjects, presentation modality, and spatiotemporal conf...
We present an empirical study of the first passage time (FPT) of order book prices needed to observe...
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