Model of Limit-Order Book Dynamics and a Consistent Estimation Procedure.
Paperback (01 Sep 2011)
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Book information
| ISBN: | 9781243770158 |
| Publisher: | Proquest, Umi Dissertation Publishing |
| Imprint: | Proquest, Umi Dissertation Publishing |
| Pub date: | 01 Sep 2011 |
| Language: | English |
| Number of pages: | 198 |
| Weight: | 363g |
| Height: | 246mm |
| Width: | 189mm |
| Spine width: | 11mm |
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