The Benefits of Resiliency to Standard Market Impact Models

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Market Microstructure and Liquidity 2017 / 06

The Benefits of Resiliency to Standard Market Impact Models

Besson, Paul, Lasnier, Matthieu
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Language:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/S2382626617500071
Date:
June, 2017
File:
PDF, 702 KB
english, 2017
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