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高频订单簿论文若干

本附件包括：

• Randi Naes; Johannes A. Skjeltorp -- Order book characteristics and the volume–volatility relation- Empirical evi.pdf
• Modelling high-frequency limit order book dynamics with support vector machines.pdf
• Modelling the buy and sell intensity in a limit order book market.pdf
• Muni Toke, I. -- The order book as a queueing system- average depth and influence of the size of limit orders.pdf
• Muni Toke, Ioane; Yoshida, Nakahiro -- Modelling intensities of order flows in a limit order book.pdf
• Paddrik, Mark; Hayes, Roy; Scherer, William; Beling, Peter -- Effects of limit order book informati.pdf
• Palguna, Deepan; Pollak, Ilya -- Mid-Price Prediction in a Limit Order Book.pdf