Heavy-tailed features and dependence in limit order book volume profiles in futures markets

Kylie-Anne Richards, Gareth W. Peters, William Dunsmuir

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1550033
Journal	International Journal of Financial Engineering
Volume	2
Issue number	3
DOIs	https://doi.org/10.1142/S2424786315500334
Publication status	Published - 1 Sept 2015

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