Institute of Information Theory and Automation

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Publication details

Forecasting in Continuous Double Auction

Research Report

Šmíd Martin


publisher: ÚTIA AV ČR, (Praha 2005)

edition: Research Report 2128

research: CEZ:AV0Z10750506

project(s): GA402/03/H057, GA ČR, GA402/04/1294, GA ČR, 454/2004/A EK/FSV, GA UK

keywords: limit order markets, continuous double auction, price and volume

Cosati: 05D, 12B

RIV: BB

2012-12-21 16:10