Order flows in a limit order book: modelling and estimation using high-frequency data

I. Muni Toke
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I. Muni Toke: ERIM - Equipe de Recherche en Informatique et Mathématiques - UNC - Université de la Nouvelle-Calédonie

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Date: 2016-07-11
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Published in ICM/Bernoulli World Congress of Probability and Statistics, Jul 2016, Toronto, Canada

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