TY  - JOUR
A1  - Muni Toke, Ioane
A1  - Pomponio, Fabrizio
TI  - Modelling Trades-Through in a Limited Order Book Using Hawkes Processes
PY  - 2011/08/15
JA  - Economics: The Open-Access, Open Assessment E-Journal
VL  - 5
IS  - 2011-32
UR  - http://www.economics-ejournal.org/economics/discussionpapers/2011-32
ER  -