Trading strategy with stochastic volatility in a limit order book market
Crossref DOI link: https://doi.org/10.1007/s10203-020-00278-8
Published Online: 2020-03-10
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Qing-Qing
Ching, Wai-Ki http://orcid.org/0000-0003-4479-8192
Gu, Jiawen
Siu, Tak-Kuen
Funding for this research was provided by:
Research Grants Council, University Grants Committee (17301214)
Text and Data Mining valid from 2020-03-10
Version of Record valid from 2020-03-10
Article History
Received: 6 August 2018
Accepted: 22 February 2020
First Online: 10 March 2020