Prediction of hidden liquidity in the limit order book of GLOBEX futures
Year of publication: |
2013
|
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Authors: | Christensen, Hugh L. ; Woodmansey, Robert |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 8.2013, 3, p. 68-95
|
Subject: | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Liquidität | Liquidity | Prognoseverfahren | Forecasting model | Börse | Bourse |
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