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~isPartOf:"CFS working paper series"
~isPartOf:"Quantitative finance"
~language:"eng"
~person:"Chen, Ying"
~source:"econis"
~subject:"Liquidity"
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Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
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