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Macroeconomic dynamics
Working Papers / Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
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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:
2
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
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