A stochastic model for order book dynamics in online product markets
Takayuki Mizuno, Makoto Nirei and Tsutomu Watanabe
| Year of publication: |
2013
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|---|---|
| Authors: | Mizuno, Takayuki ; Nirei, Makoto ; Watanabe, Tsutomu |
| Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 10.2013, 1, p. 93-105
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| Subject: | product price | limit order book | stochastic model | e-commerce | price comparison site | Electronic Commerce | E-commerce | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Theorie | Theory | Online-Handel | Online retailing | Marktmikrostruktur | Market microstructure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010241280