Mid-Price Prediction in a Limit Order Book
Year of publication: |
2015
|
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Authors: | Palguna, Deepan |
Other Persons: | Pollak, Ilya (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Theorie | Theory | Marktmikrostruktur | Market microstructure | Börse | Bourse | Geld-Brief-Spanne | Bid-ask spread |
Extent: | 1 Online-Ressource (9 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 31, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2544361 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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