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1 research outputs found
Non-Parametric Prediction of the Mid-Price Dynamics in a Limit Order Book
Author
A A Kirilenko
A Alfonsi
+21Â more
A Obizhaeva
B Biais
D Bertsimas
D Easley
Deepan Palguna
E Bayraktar
E Smith
F Guilbaud
Ilya Pollak
J Large
M Potters
R Almgren
R C Grinold
R Cesari
R Cont
R Cont
R Cont
R Cont
R F Engle
S Predoiu
S Stoikov
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
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