A puzzle of microstructure market maker models - Romeu, Rafael, 1975-; International Monetary Fund. International Capital Markets Dept.; ProQuest (Firm) ([Washington, D.C.] : International Monetary Fund, 2004)
"January 2004."
Includes bibliographical references (p. 21-23).
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Keywords: Foreign exchange rates -- Econometric models; Foreign exchange market -- Econometric models; Information theory in finance; Electronic books