Measuring the information contect of limit order books
Shi Chen
| Year of publication: |
2017
|
|---|---|
| Authors: | Chen, Shi |
| Published in: |
Econometric measures of financial risk in high dimensions. - Berlin. - 2017, p. 1-36
|
| Subject: | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Information | Netzwerk | Network | Graphentheorie | Graph theory | Elektronisches Handelssystem | Electronic trading | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011913344