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Search: subject:"market microstructure"
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Workshop on Economics with Heterogeneous Interacting Agents <9, 2004, Kyōto>
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Assessing the impact of
market
microstructure
noise and random jumps on the relative forecasting performance of option-implied and returns-based volatility
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
-
2006
Persistent link: https://www.econbiz.de/10003365312
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2
Executing large orders in a microscopic market model
Weiss, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003861643
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3
The complex networks of economic interactions : essays in agent-based economics and econophysics ; [9th International Workshop on Heterogenous Interacting Agents (WEHIA), which was...
Namatame, Akira
(
ed.
)
-
2006
Persistent link: https://www.econbiz.de/10003042090
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