Prediction of hidden liquidity in the limit order book of GLOBEX futures
Hugh L. Christensen and Robert Woodmansey
Year of publication: |
2013
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Authors: | Christensen, Hugh L. ; Woodmansey, Robert |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Vol. 8.2013, 3, p. 68-95
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