Modeling of Russian equity market microstructure (MICEX:HYDR case)
Year of publication: |
2012
|
---|---|
Authors: | Efremova, Tatyana ; Ivliev, Sergey |
Published in: |
Market risk and financial markets modeling. - Berlin : Springer, ISBN 3-642-27930-9. - 2012, p. 37-46
|
Subject: | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Ökonometrisches Modell | Econometric model | Russland | Russia |
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