High-frequency estimation and modeling of order flows in a limit order book, Market Microstructure: Confronting Many Viewpoints

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

Post-Print from HAL

Date: 2016
References: Add references at CitEc
Citations:

Published in Conférence, 2016, Paris, France

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03387510

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().