Open access peer-reviewed chapter

Modelling Limit Order Book Volume Covariance Structures

By Andrija Mihoci

Submitted: May 3rd 2016Reviewed: October 4th 2016Published: April 26th 2017

DOI: 10.5772/66152

Downloaded: 443

© 2017 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution 3.0 License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Andrija Mihoci (April 26th 2017). Modelling Limit Order Book Volume Covariance Structures, Advances in Statistical Methodologies and Their Application to Real Problems Tsukasa Hokimoto, IntechOpen, DOI: 10.5772/66152. Available from:

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