Forecasting limit order book liquidity supply?demand curves with functional autoregressive dynamics
10.1080/14697688.2019.1622290
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Taylor & Francis
2019
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/158391 |
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| Institution: | National University of Singapore |