Review of Statistical Approaches for Modeling High-Frequency Trading Data
Crossref DOI link: https://doi.org/10.1007/s13571-022-00280-7
Published Online: 2022-04-28
Published Print: 2023-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dutta, Chiranjit
Karpman, Kara
Basu, Sumanta
Ravishanker, Nalini
Text and Data Mining valid from 2022-04-28
Version of Record valid from 2022-04-28
Article History
Received: 29 September 2021
Accepted: 22 March 2022
First Online: 28 April 2022
Compliance with Ethical Standards
:
: The authors declare no conflict of interest.