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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Quantitative finance"
~person:"Lim, Dong-Young"
~subject:"Theory"
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Quantitative finance
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Learning multi-market microstructure from order book data
Ju, Geonhwan
;
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10012194803
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