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"Long-range auto-correlations in limit order book markets: Inter-and ..."

Martin Magris et al. (2017)

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DOI: 10.1109/SSCI.2017.8280932

access: closed

type: Conference or Workshop Paper

metadata version: 2020-03-27

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  - conf/ssci/MagrisKRK17
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Martin Magris, Jiyeong Kim, Esa Räsänen, Juho Kanniainen:
Long-range auto-correlations in limit order book markets: Inter-and cross-event analysis. SSCI 2017: 1-7

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