@incollection{Mihoci17,
author = {Andrija Mihoci},
title = {Modelling Limit Order Book Volume Covariance Structures},
booktitle = {Advances in Statistical Methodologies and Their Application to Real Problems},
publisher = {IntechOpen},
address = {Rijeka},
year = {2017},
editor = {Tsukasa Hokimoto},
chapter = {9},
doi = {10.5772/66152},
url = {https://doi.org/10.5772/66152}
}