Market Dynamics vs. Statistics : Limit Order Book Example
Year of publication: |
2016
|
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Authors: | Malyshkin, Vladislav |
Other Persons: | Bakhramov, Ray (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Theorie | Theory | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (15 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 16, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2748679 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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