A switching microstructure model for stock prices
Crossref DOI link: https://doi.org/10.1007/s11579-018-00234-6
Published Online: 2019-01-08
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hainaut, Donatien http://orcid.org/0000-0002-7288-4808
Goutte, Stephane
Text and Data Mining valid from 2019-01-08
Article History
Received: 29 November 2017
Accepted: 21 December 2018
First Online: 8 January 2019