Journal of Financial Markets
Vol. 4
No. 2
2001
Predicting VNET: A model of the dynamics of market depth
Robert F.
Engle1;
Joe
Lange2,3
1 University of California San Diego · 2 Federal Reserve · 3 Federal Reserve Board of Governors
- DOI
- 10.1016/s1386-4181(00)00019-7
- Volume
- 4
- Issue
- 2
- Pages
- 113-142
- Language
- en
- Sources
-
crossref
openalex
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