Forecasting in Continuous Double Auction
Year of publication: |
2005-08-02
|
---|---|
Authors: | Smid, Martin |
Institutions: | EconWPA |
Subject: | limit order markets | continuous double auction | price and volume | forecasting | market microstructure |
-
Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process
Smid, Martin, (2005)
-
Price Tails in the Smith and Farmer's Model
Šmíd, Martin, (2008)
-
Bowsher, Clive, (2004)
- More ...
-
Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process
Smid, Martin, (2005)
-
Stochastic Model of Thin Market of nondivisible commodity
Smid, Martin, (2004)
-
Smid, Martin, (2004)
- More ...