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Christensen, Hugh L.
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Doucet, Arnaud
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Journal of the American Statistical Association : JASA
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Prediction of hidden liquidity in the limit order book of GLOBEX futures
Christensen, Hugh L.
;
Woodmansey, Robert
- In:
The journal of trading
8
(
2013
)
3
,
pp. 68-95
Persistent link: https://www.econbiz.de/10010184550
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Theory and Methods - Monte Carlo Smoothing for Nonlinear Time Series
Godsill, Simon J.
;
Doucet, Arnaud
;
West, Mike
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 156-168
Persistent link: https://www.econbiz.de/10006610273
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