| bibtype |
V -
Research Report
|
| ARLID |
0411307 |
| utime |
20240103182317.2 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR |
| pub_time |
2005 |
|
| specification |
|
| edition |
| name |
Research Report |
| volume_id |
2126 |
|
| keyword |
limit order markets |
| keyword |
continuous double auction |
| keyword |
limit order book |
| author
(primary) |
| ARLID |
cav_un_auth*0101206 |
| name1 |
Šmíd |
| name2 |
Martin |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
05D |
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001810 |
|
| project |
| project_id |
GA402/03/H057 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0202512 |
|
| research |
CEZ:AV0Z10750506 |
| RIV |
AH |
| reportyear |
2006 |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131390 |
| ID_orig |
UTIA-B 20050035 |
| arlyear |
2005 |
| mrcbU10 |
2005 |
| mrcbU10 |
Praha ÚTIA AV ČR |
|