Modelling the shape of the limit order book
Federico Platania, Pedro Serrano and Mikel Tapia
| Year of publication: |
September 2018
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|---|---|
| Authors: | Platania, Federico ; Serrano, Pedro ; Tapia, Mikel |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 9, p. 1575-1597
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| Subject: | Limit order book | Noise trader | Partial differential equation | High-frequency asset pricing model | Wertpapierhandel | Securities trading | Noise Trading | Noise trading | Marktmikrostruktur | Market microstructure | Kapitalmarkttheorie | Financial economics | Börsenkurs | Share price | Schätzung | Estimation | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1433312 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011913208