Modelling the buy and sell intensity in a limit order book market
| Year of publication: |
2007
|
|---|---|
| Authors: | Hall, Anthony D. ; Hautsch, Nikolaus |
| Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 10.2007, 3, p. 249-286
|
| Publisher: |
Elsevier |