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APA Citation
Rambaldi, M., Bacry, E., & Lillo, F. (2017). the role of volume in order book dynamics: a multivariate Hawkes process analysis. Quantitative finance, 17(7), 999–1020. http://access.bl.uk/ark:/81055/vdc_100046692293.0x000033
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Rambaldi, M., Bacry, E., & Lillo, F. (2017). the role of volume in order book dynamics: a multivariate Hawkes process analysis. Quantitative finance, 17(7), 999–1020. http://access.bl.uk/ark:/81055/vdc_100046692293.0x000033