| Year | 2019 |
|---|---|
| Authors | Wolfgang Karl Härdle |
| Paper Title | Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics |
| Journal Title | Quantitative Finance |
| Vol.No | 19 |
| Issue.No | 9 |
| Page(s) | 1473-1489 |
| Language | Chinese |
| Reference URL | https://doi.org/10.1080/14697688.2019.1622290 |
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