Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (Q5234371)
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scientific article; zbMATH DE number 7110491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics |
scientific article; zbMATH DE number 7110491 |
Statements
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (English)
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26 September 2019
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liquidity demand and supply curves
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order splitting strategy
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vector functional autoregression
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liquidity forecasting
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time series
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