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RT @carlcarrie: Modeling VST - Very short term price changes - agent based modeling, limit order book liquidity and volatility linkages #h…
RT @carlcarrie: Modeling VST - Very short term price changes - agent based modeling, limit order book liquidity and volatility linkages #h…
RT @carlcarrie: Modeling VST - Very short term price changes - agent based modeling, limit order book liquidity and volatility linkages #h…
Modeling VST - Very short term price changes - agent based modeling, limit order book liquidity and volatility linkages #hft #lob Paper: https://t.co/jZBjr9B3vW