Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional Autoregressive Dynamics
Year of publication: |
2017
|
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Authors: | Chen, Ying |
Other Persons: | Chua, Wee Song (contributor) ; Härdle, Wolfgang K. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | Liquidität | Liquidity | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Extent: | 1 Online-Ressource (38 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2818409 [DOI] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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