Please use this identifier to cite or link to this item: https://doi.org/10.1080/14697688.2019.1622290
Title: Forecasting limit order book liquidity supply?demand curves with functional autoregressive dynamics
Authors: Ying Chen 
Wee Song Chua
Wolfgang Karl Hardle
Issue Date: 9-Jul-2019
Publisher: Taylor & Francis
Citation: Ying Chen, Wee Song Chua, Wolfgang Karl Hardle (2019-07-09). Forecasting limit order book liquidity supply?demand curves with functional autoregressive dynamics. Quantitative Finance 19 (9) : 1473-1489. ScholarBank@NUS Repository. https://doi.org/10.1080/14697688.2019.1622290
Source Title: Quantitative Finance
URI: https://scholarbank.nus.edu.sg/handle/10635/158391
ISSN: 1469-7688
DOI: 10.1080/14697688.2019.1622290
Appears in Collections:Staff Publications
Elements

Show full item record
Files in This Item:
File Description SizeFormatAccess SettingsVersion 
10.108014697688.2019.1622290.zip2.39 MBZIP

OPEN

Pre-printView/Download

SCOPUSTM   
Citations

3
checked on Jun 20, 2022

Page view(s)

277
checked on Jun 23, 2022

Download(s)

7
checked on Jun 23, 2022

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.