Semi Markov Model for Market Microstructure
Year of publication: |
2013
|
---|---|
Authors: | Fodra, Pietro |
Other Persons: | Pham, Huyên (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Marktmikrostruktur | Market microstructure | Markov-Kette | Markov chain | Theorie | Theory |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2261100 [DOI] |
Classification: | G10 - General Financial Markets. General ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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