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Modelle zur Marktmikrostruktur

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Die Forschung zum Gebiet der Marktmikrostruktur hat in den letzten zwanzig Jahren einen beachtlichen Aufschwung erfahren. Dies gilt für die theoretische und empirische Forschung gleichermaßen. Mittlerweile ist die Literatur schwer zu überschauen. Allein die modelltheoretischen Beiträge sind...

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regularities (power-law tails of the distribution of returns, temporal scaling of volatility) only gradually appeared over the …

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