Multivariate AutoRegressive Smooth Liquidity
Oliver Linton (University of Cambridge, United Kingdom)
- Erasmus Econometric Institute Series
Oliver Linton (University of Cambridge, United Kingdom)
Eric Monnet (Paris School of Economics, France)
Thao Le
Joe Ploog (IE University, Spain)
Andreas Fuster (Swiss Finance Institute @ EPFL, Switzerland)
Igo Dobbe
Raian Kudashev (Vrije Universiteit Amsterdam)
Dominik Gutt (RWTH Aachen University, Germany)