CUED Publications database

Rebuilding the limit order book: sequential Bayesian inference on hidden states

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 1469-7688

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Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 15 Dec 2015 13:46
Last Modified: 01 May 2016 05:01
DOI: