Dynamic density estimation of market microstructure variables via auxiliary particle filtering
Daniel Nehren, David Fellah, Jesus Ruiz-Mata, and Yichen Qin
| Year of publication: |
2012
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|---|---|
| Authors: | Nehren, Daniel ; Fellah, David ; Ruiz-Mata, Jesus ; Qin, Yichen |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Vol. 7.2012, 4, p. 55-64
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010057991