Order-splitting and long-memory in an order-driven market

Published 2009 View Full Article

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Title
Order-splitting and long-memory in an order-driven market
Authors
Keywords
-
Journal
EUROPEAN PHYSICAL JOURNAL B
Volume 73, Issue 1, Pages 51-57
Publisher
Springer Nature
Online
2009-11-18
DOI
10.1140/epjb/e2009-00392-y

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