Modeling High-Frequency Non-Homogeneous Order Flows by Compound Cox Processes*
Crossref DOI link: https://doi.org/10.1007/s10958-016-2757-6
Published Online: 2016-02-22
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chertok, A. V.
Korolev, V. Yu.
Korchagin, A. Yu.
Text and Data Mining valid from 2016-02-22