Xu, K., Gould, M., & Howison, S. (2020). Multi-level order-flow imbalance in a limit order book. World Scientific Publishing.
Dyfyniad Arddull ChicagoXu, K., MD Gould, and SD Howison. Multi-level Order-flow Imbalance in a Limit Order Book. World Scientific Publishing, 2020.
Dyfyniad MLAXu, K., et al. Multi-level Order-flow Imbalance in a Limit Order Book. World Scientific Publishing, 2020.
Rhybudd: Mae'n bosib nad yw'r dyfyniadau hyn bob amser yn 100% cywir.