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.