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~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chiarella, Carl"
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Macroeconomic dynamics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Macroeconomic Dynamics
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A dynamic analysis of the microstructure of moving average rules in a double auction market
Chiarella, Carl
;
He, Xue-zhong
;
Pellizzari, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003857530
Saved in:
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A dynamic analysis of the microstucture of moving average rules in a double auction market
Chiarella, Carl
;
He, Xue-zhong
;
Pellizzari, Paolo
- In:
Macroeconomic dynamics
16
(
2012
)
4
,
pp. 556-575
Persistent link: https://www.econbiz.de/10009713365
Saved in:
3
A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET
Chiarella, Carl
;
He, Xue-Zhong
;
Pellizzari, Paolo
- In:
Macroeconomic dynamics
16
(
2011
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10010015296
Saved in:
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