Heterogeneity and State Dependence in Modelling Order Flow Dynamics

Kaj Hedvall, Gunnar Rosenqvist

Statistics, Helsinki

Hanken School of Economics

Research output: Book/Report › Commissioned report

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HETEROGENEITY AND STATE DEPENDENCE IN MODELLING ORDER FLOW DYNAMICS
Hedvall, K. (Project manager, academic) & Rosenqvist, G. (Project manager, academic)
01.01.1995 → 31.12.2002
Project: Externally funded project