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1	Huang W, Lehalle CA, Rosenbaum M. Simulating and Analyzing Order Book Data: The Queue-Reactive Model. J Am Stat Assoc 2015. [DOI: 10.1080/01621459.2014.982278] [Citation(s) in RCA: 39] [Impact Index Per Article: 4.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022] Abstract Collapse Key Words Collapse MESH Headings Collapse Grants Collapse Affiliation(s) Collapse

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Cited by Other Article(s)

Huang W, Lehalle CA, Rosenbaum M. Simulating and Analyzing Order Book Data: The Queue-Reactive Model. J Am Stat Assoc 2015. [DOI: 10.1080/01621459.2014.982278] [Citation(s) in RCA: 39] [Impact Index Per Article: 4.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]