Review of Statistical Approaches for Modeling High-Frequency Trading Data
- Award ID(s):
- 1812128
- NSF-PAR ID:
- 10378098
- Date Published:
- Journal Name:
- Sankhya B
- ISSN:
- 0976-8386
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1007/s13571-022-00280-7
