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Capturing Order Book Dynamics...
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Multistate asymmetric ACD model : an application to order dynamics in the EUR/PLN spot market
Bień-Barkowska, Katarzyna
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2011
Persistent link: https://www.econbiz.de/10009666223
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"Every move you make, every step you take, I'll be watching you" - the quest for hidden orders in the interbank FX spot market
Bień-Barkowska, Katarzyna
- In:
Bank i kredyt
45
(
2014
)
3
,
pp. 197-223
Persistent link: https://www.econbiz.de/10010387919
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