Predicting VNET: A model of the dynamics of market depth
| Year of publication: |
2001
|
|---|---|
| Authors: | Engle, Robert F. ; Lange, Joe |
| Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 4.2001, 2, p. 113-142
|
| Publisher: |
Elsevier |