Cite
HARVARD Citation
Liu, Y. et al. (2017). Determining the integrated volatility via limit order books with multiple records. Quantitative finance. 17 (11), pp. 1697-1714. [Online].
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Liu, Y. et al. (2017). Determining the integrated volatility via limit order books with multiple records. Quantitative finance. 17 (11), pp. 1697-1714. [Online].