Market Microstructure Models and Markov Property

João Amaro de Matos () and Marcelo Fernandes ()

Finance Lab Working Papers from Finance Lab, Ibmec São Paulo

Date: 2000-10

Downloads: (external link)
http://www.ibmecsp.edu.br/pesquisa/download.php?recid=676 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:ibm:finlab:flwp_29

Access Statistics for this paper

More papers in Finance Lab Working Papers from Finance Lab, Ibmec São Paulo
Contact information at EDIRC.
Series data maintained by Naercio Menezes ().