@TECHREPORT {SFB649DP2016-025,
  AUTHOR={Chen, Ying and Chua, Wee Song and H\"{a}rdle, Wolfgang K.},
  TITLE={{Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics}},
  YEAR=2016,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2016-025.pdf},
  NUMBER={2016-025}
}