"Multi-scale representation of high frequency market liquidity."

Anton Golub et al. (2016)

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DOI: 10.3233/AF-160054

access: closed

type: Journal Article

metadata version: 2017-05-17

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Anton Golub, Gregor Chliamovitch, Alexandre Dupuis, Bastien Chopard:
Multi-scale representation of high frequency market liquidity. Algorithmic Finance 5(1-2): 3-19 (2016)

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