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Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid
;
Cenesizoglu, Tolga
;
Grass, Gunnar
; …
- In:
Journal of forecasting
43
(
2024
)
8
,
pp. 2982-3008
Persistent link: https://www.econbiz.de/10015110592
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