SMC-ABC methods for the estimation of stochastic simulation models of the limit order book Blog Posting

authors

publication date

January 1, 2015

published in

arXiv (Cornell University)

Digital Object Identifier (DOI)

https://doi.org/10.48550/arxiv.1504.05806

has global citation frequency

https://vivo.tib.eu/demo/individual/gcf_W4300088652 Global Citation Count