Cite
MLA Citation
Marcello Rambaldi et al.. “The role of volume in order book dynamics: a multivariate Hawkes process analysis.” Quantitative finance, vol. 17, no. 7, 2017, pp. 999–1020. http://access.bl.uk/ark:/81055/vdc_100046692293.0x000033
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Marcello Rambaldi et al.. “The role of volume in order book dynamics: a multivariate Hawkes process analysis.” Quantitative finance, vol. 17, no. 7, 2017, pp. 999–1020. http://access.bl.uk/ark:/81055/vdc_100046692293.0x000033