Christensen, HL and Turner, RE and Hill, SI and Godsill, SJ (2013) Rebuilding the limit order book: sequential Bayesian inference on hidden states. Quantitative Finance. ISSN 1469-7688Full text not available from this repository.
|Divisions:||Div F > Signal Processing and Communications|
|Depositing User:||Unnamed user with email email@example.com|
|Date Deposited:||16 Jul 2015 14:04|
|Last Modified:||04 Oct 2015 00:09|