An Asymmetric Information Modeling Framework for Ultra-High Frequency Transaction Data: A Nonlinear Filtering Approach
1958 ◽
Vol 105
(10S)
◽
pp. 583-585
2020 ◽
Vol 4
(41)
◽
pp. 35-43
Keyword(s):
2020 ◽
Vol 617
◽
pp. 012025