Romeu, Rafael, 1975-

A puzzle of microstructure market maker models [electronic resource] / prepared by Rafael Romeu. - [Washington, D.C.] : International Monetary Fund, 2004. - 23 p. : ill. ; 28 cm. - IMF working paper ; WP/04/6 .

"January 2004."

Includes bibliographical references (p. 21-23).


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.


Foreign exchange rates--Econometric models.
Foreign exchange market--Econometric models.
Information theory in finance.


Electronic books.

HG3823 / .R66 2004eb