David Kane, Andrew Liu, Khanh Nguyen, “Analyzing an Electronic Limit Order Book”, R Journal, 2011, 3(1), 64-68, https://doi.org/10.32614/RJ-2011-010
BibTeX
@article{RJ-2011-010,
author = {David Kane and Andrew Liu and Khanh Nguyen},
title = {Analyzing an Electronic Limit Order Book},
journal = {R Journal},
year = {2011},
volume = {3},
issue = {1},
pages = {64-68},
note = {https://journal.r-project.org/articles/RJ-2011-010/}
}