Guo, Q., Remillard, B., & Swishchuk, A. (2020). Multivariate General Compound Point Processes in Limit Order Books. MDPI AG.
Chicago Style (17th ed.) CitationGuo, Qi, Bruno Remillard, and Anatoliy Swishchuk. Multivariate General Compound Point Processes in Limit Order Books. MDPI AG, 2020.
MLA (8th ed.) CitationGuo, Qi, et al. Multivariate General Compound Point Processes in Limit Order Books. MDPI AG, 2020.
Warning: These citations may not always be 100% accurate.