Statistics of order flow

Risultato della ricerca: Entry for encyclopedia/dictionary

Lingua originale	English
Titolo della pubblicazione ospite	Encyclopedia of Quantitative Finance
Numero di pagine	13
Stato di pubblicazione	Published - 2010

Altri file e collegamenti

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title = "Statistics of order flow",

keywords = "Order flow, econophysics, financial markets, market microstructure, Order flow, econophysics, financial markets, market microstructure",

author = "Fabrizio Lillo",

year = "2010",

language = "English",

isbn = "978-0470057568",

booktitle = "Encyclopedia of Quantitative Finance",

}

TY - CHAP

T1 - Statistics of order flow

AU - Lillo, Fabrizio

PY - 2010

Y1 - 2010

KW - Order flow

KW - econophysics

KW - financial markets

KW - market microstructure

KW - Order flow

KW - econophysics

KW - financial markets

KW - market microstructure

UR - http://hdl.handle.net/10447/45573

M3 - Entry for encyclopedia/dictionary

SN - 978-0470057568

BT - Encyclopedia of Quantitative Finance

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