Statistical identification with hidden Markov models of large order splitting strategies in an equity market

Title
Statistical identification with hidden Markov models of large order splitting strategies in an equity market
Authors
Keywords
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Journal
NEW JOURNAL OF PHYSICS
Volume 12, Issue 7, Pages 075031
Publisher
IOP Publishing
Online
2010-07-31
DOI
10.1088/1367-2630/12/7/075031

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