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"The Limit Order Book Recreation Model (LOBRM): An Extended Analysis."

Zijian Shi, John Cartlidge (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-07-07

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2107-00534
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2107-00534
Zijian Shi, John Cartlidge:
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis. CoRR abs/2107.00534 (2021)

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