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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Detalles Bibliográficos
Autor Principal: Sandoval, Javier
Formato: Online
Lenguaje:Español (Spanish)
Publicado: Facultad de Finanzas, Gobierno y Relaciones Internacionales 2012
Acceso en línea:https://revistas.uexternado.edu.co/index.php/odeon/article/view/3696

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