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"Analysis of order book dynamics in the Japanese stock market using the ..."

Makoto Nohara, Hidetoshi Nakagawa (2021)

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DOI: 10.14495/JSIAML.13.1

access: open

type: Journal Article

metadata version: 2021-02-17

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Makoto Nohara, Hidetoshi Nakagawa:
Analysis of order book dynamics in the Japanese stock market using the Queue-Reactive Hawkes process. JSIAM Lett. 13: 1-4 (2021)

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