TY - GEN
AU - Ahabchane, Chahid
AU - Cenesizoglu, Tolga
AU - Grass, Gunnar
AU - Jena, Sanjay Dominik
TI - Reducing transaction costs using intraday forecasts of limit order book slopes
PB - Bureau de Montreal, Université de Montreal
KW - Best order execution
KW - ultra high-frequency data
KW - time series models
KW - Machine learning models
KW - Graue Literatur
PY - September 2021
BT - CIRRELT ; CIRRELT-2021, 36
CY - Montréal (Québec)
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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