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Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Kang, Sungwoo
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Computational Finance
Accesso online:	Acceder al recurso
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