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Volumn 300, Issue 1-2, 2001, Pages 285-299
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Analyzing and modeling 1 + 1d markets
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Author keywords
Dynamics; Financial markets; Island ECN; Order books
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Indexed keywords
COSTS;
MATHEMATICAL MODELS;
PURCHASING;
STATISTICAL METHODS;
ORDER BOOKS;
FINANCE;
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EID: 0035498522
PISSN: 03784371
EISSN: None
Source Type: Journal
DOI: 10.1016/S0378-4371(01)00335-1 Document Type: Article |
Times cited : (90)
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References (17)
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