Measuring the information contect of limit order books
Year of publication: |
2017
|
---|---|
Authors: | Chen, Shi |
Published in: |
Econometric measures of financial risk in high dimensions. - Berlin. - 2017, p. 1-36
|
Subject: | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Information | Netzwerk | Network | Graphentheorie | Graph theory | Elektronisches Handelssystem | Electronic trading | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | USA | United States |
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