An order flow model and a liquidity measure of financial markets

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2008.

Bibliographic Details
Main Author:	Kim, Adlar Jeewook
Other Authors:	Tomaso Poggio, Andrew W. Lo and J. Doyne Farmer.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2009
Subjects:	Electrical Engineering and Computer Science.
Online Access:	http://hdl.handle.net/1721.1/45884

Internet

http://hdl.handle.net/1721.1/45884