Bibliography

Research Report

Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process

Šmíd Martin

: ÚTIA AV ČR, (Praha 2005)

: Research Report 2126

: CEZ:AV0Z10750506

: GA402/04/1294, GA ČR, GA402/03/H057, GA ČR

: limit order markets, continuous double auction, limit order book

: 05D, 12B

: AH