"Functional modelling of volatility in the Swedish limit order book."

Suad Elezovic (2009)

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DOI: 10.1016/J.CSDA.2008.01.008

access: closed

type: Journal Article

metadata version: 2020-02-18

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Suad Elezovic:
Functional modelling of volatility in the Swedish limit order book. Comput. Stat. Data Anal. 53(6): 2107-2118 (2009)

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