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0458944 - ÚTIA 2017 RIV GB eng J - Journal Article
Šmíd, Martin
Estimation of zero-intelligence models by L1 data.
Quantitative Finance. Roč. 16, č. 9 (2016), s. 1423-1444. ISSN 1469-7688. E-ISSN 1469-7696
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Limit Order Market * Stochastic Models * Econometric Methods
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.960, year: 2016
http://library.utia.cas.cz/separaty/2016/E/smid-0458944.pdf
Permanent Link: http://hdl.handle.net/11104/0260311