Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model.
Authors
Publication date
- TARANTO Damian eduardo
- BORMETTI Giacomo
- BOUCHAUD Jean philippe
- LILLO Fabrizio
- TOTH Bence
2018
Publication type
Journal Article
Summary
No summary available.
Publisher
Informa UK Limited
-
No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr