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"Mutual Information between Order Book Layers."

Daniel Libman et al. (2022)

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DOI: 10.3390/E24030343

access: open

type: Journal Article

metadata version: 2022-04-27

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  dblp key:
  - journals/entropy/LibmanASH22
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  persistent URL:
  - https://dblp.org/rec/journals/entropy/LibmanASH22
Daniel Libman, Gil Ariel, Mary Schaps, Simi Haber:
Mutual Information between Order Book Layers. Entropy 24(3): 343 (2022)

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