.
de Larrard, Adrien's
Scholarly Papers
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Aggregate Statistics
Total 2,177
Total Citations 7
1.
Cont, Rama Imperial College London
de Larrard, Adrien University of Paris 7 Denis Diderot
Posted:
07 Jan 11
Last Revised:
28 Mar 12
1,415(5,161)
6
limit order book, market microstructure, queueing, diffusion limit, high-frequency data, liquidity, duration analysis, point process
2.
Cont, Rama Imperial College London
de Larrard, Adrien University of Paris 7 Denis Diderot
Posted:
20 Feb 12
Last Revised:
05 Oct 12
762(14,119)
1
limit order book, limit order market, queueing systems, heavy traffic limit, functional central limit theorem, diffusion limit, high-frequency data, market microstructure, point process, limit order market
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