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/H057GA ČR, GA402/04/1294GA ČR, 454/2004/A EK/FSVGA UK

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

Cosati: 05D, 12B

RIV: BB