Empirical Shape Function of the Limit-Order Books of the USD/COP Spot Market
The following work aims to study the empirical properties of the limit-order books (LOB) of the USD/COP spot market. The article is organized as follows: The first section introduces important concepts and definitions. The second section characterizes limit-order book markets. The third section pres...
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| Formato: | Online |
| Lenguaje: | Español (Spanish) |
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Facultad de Finanzas, Gobierno y Relaciones Internacionales
2012
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| Acceso en línea: | https://revistas.uexternado.edu.co/index.php/odeon/article/view/3696 |