Estimating the intensity of buy and sell arrivals in a limit order book market
- Publisher:
- European Meeting of Economtric Society
- Publication Type:
- Conference Proceeding
- Citation:
- 58th European Meeting of the Econometric Society, 2003, pp. 1 - 23
- Issue Date:
- 2003-01
Open Access
Copyright Clearance Process
- Recently Added
- In Progress
- Open Access
This item is open access.
Please use this identifier to cite or link to this item: