Title of article :
Measuring the resiliency of an electronic limit order book
Author/Authors :
Jeremy Large، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
25
From page :
1
To page :
25
Keywords :
Resiliency , Point process , Market microstructure , Limit order book , Conditional intensity
Journal title :
Journal of Financial Markets
Serial Year :
2007
Journal title :
Journal of Financial Markets
Record number :
189500
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=189500
