LOBSTER: Limit Order Book Reconstruction System∗ Ruihong Huang† Humboldt-Universit¨at zu Berlin Tomas Polak ‡ - Market depth - Document - PDFSEARCH.IO

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	LOBSTER: Limit Order Book Reconstruction System∗ Ruihong Huang† Humboldt-Universit¨at zu Berlin Tomas Polak ‡ Add to Reading List Document Date: 2015-05-03 12:42:20 Open Document File Size: 615,96 KB Share Result on Facebook

LOBSTER: Limit Order Book Reconstruction System∗ Ruihong Huang† Humboldt-Universit¨at zu Berlin Tomas Polak ‡Add to Reading List