Statistics
Publications
2
Citations
40
H-Index
2
Active since
2012
Affiliations
Xiangqian Meng is an author at University of Illinois Urbana-Champaign specializing in business, market microstructure models, and stochastic volatility.
Publications per year
2012–2013
2
2
A multiscale model of high-frequency trading
Andrei Kirilenko, Richard B. Sowers, Xiangqian Meng · Algorithmic Finance · 2013 · 26 citations
Business, Finance, Mathematics +17
A Multiscale Model of High-Frequency Trading
Richard B. Sowers, Andrei Kirilenko, Xiangqian Meng · SSRN Electronic Journal · 2012 · 14 citations · Full text
Business, Finance, Mathematics +17
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