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Analysis of order book flows using a nonparametric estimation of the branching ratio matrix. (arXiv:1706.03411v1 [q-fin.TR])
Showing live article 3175 of 4808 in channel 73225540
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Channel Number: 73225540
Article Number: 3175
Date: June 12, 2017, 5:42 pm
URL: http://www.moneyscience.com/pg/newsfeeds/moneyscience/item/788517/analysis-of-order-book-flows-using-a-nonparametric-estimation-of-the-branching-ratio-matrix-arxiv170603411v1-qfintr
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