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:||Cron Job|
|Date Deposited:||18 May 2016 19:26|
|Last Modified:||29 May 2016 00:18|