CME iceberg order detection and prediction
Dmitry Zotikov and Anton Antonov
| Year of publication: |
2021
|
|---|---|
| Authors: | Zotikov, Dmitry ; Antonov, Anton |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 11, p. 1977-1992
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| Subject: | Limit order market | Market microstructure | Statistical methods | Statistics | Stochastic models | Marktmikrostruktur | Statistische Methode | Statistical method | Theorie | Theory | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | Statistische Methodenlehre | Statistical theory | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1813904 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696802