Market microstructure models and the Markov property

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Bibliographic Details
Main Author: Amaro de Matos, Joao
Other Authors: Fernandes, Marcelo
Format: Book
Language:English
Published: San Domenico (FI) European University Institute 2000
Series:EUI Working paper ECO No. 2000/19
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041 0 |a eng 
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245 1 0 |a Market microstructure models and the Markov property  |c Joao Amaro de Matos and Marcelo Fernandes 
264 1 |a San Domenico (FI)  |b European University Institute  |c 2000 
300 |a 25 s. 
490 1 |a EUI Working paper ECO  |v No. 2000/19 
830 0 |a EUI Working paper ECO  |v No. 2000/19 
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610 2 0 |a mikroštruktúra 
610 2 0 |a modely 
610 2 0 |a modely rovnováhy 
610 2 0 |a modelovanie ekonometrické 
100 1 |a Amaro de Matos, Joao 
700 1 |a Fernandes, Marcelo