Volatility regimes and the provision of liquidity in order book markets

Alain Durré (), H. Beltran and Pierre Giot

Post-Print from HAL

Date: 2005-09
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Published in International Conference on Finance, Sep 2005, Copenhagen, Denmark

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Volatility regimes and the provision of liquidity in order book markets (2006)
Working Paper: Volatility regimes and the provision of liquidity in order book markets (2006)
Working Paper: Volatility regimes and the provision of liquidity in order book markets (2005)
Working Paper: Volatility regimes and the provision of liquidity in order book markets (2005)
Working Paper: Volatility regimes and the provisions of liquidity in order book markets (2004)
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: https://EconPapers.repec.org/RePEc:hal:journl:hal-00268757

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().