Modelling intensities of order flows in a limit order book
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2016
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2016.1236210