{"title":"A single queue reactive Hawkes model for the order flow","authors":"P. Wu, M. Rambaldi, J. Muzy, E. Bacry","doi":"10.1142/s2382626620500136","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":232544,"journal":{"name":"Market Microstructure and Liquidity","volume":"15 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Market Microstructure and Liquidity","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s2382626620500136","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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