Order aggressiveness and order book dynamics
- Publisher:
- Physica-Verlag
- Publication Type:
- Chapter
- Citation:
- High Frequency Financial Econometrics: Recent Developments, 2008, pp. 133 - 165
- Issue Date:
- 2008-01
Closed Access
Filename | Description | Size | |||
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2006015392OK.pdf | 1.89 MB |
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