A puzzle of microstructure market maker models [electronic resource] / prepared by Rafael Romeu.
By: Romeu, Rafael
.
Contributor(s): International Monetary Fund. International Capital Markets Dept | ebrary, Inc.
Series: IMF working paper ; WP/04/6. Publisher: [Washington, D.C.] : International Monetary Fund, 2004Description: 23 p. : ill. ; 28 cm.Subject(s): Foreign exchange rates -- Econometric models | Foreign exchange market -- Econometric models | Information theory in financeGenre/Form: Electronic books. Online resources: An electronic book accessible through the World Wide Web; click to view
"January 2004."
Includes bibliographical references (p. 21-23).
TSLHHL
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.