Modeling Inter-Trade Durations in the Limit Order Market
Crossref DOI link: https://doi.org/10.1007/978-3-319-69416-0_15
Published Online: 2018-01-18
Published Print: 2017
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Jianzhao
Li, Zhicheng
Chen, Xinyun
Xing, Haipeng
License valid from 2017-01-01