Market Microstructure Models and Markov Property
João Amaro de Matos () and
Marcelo Fernandes ()
Finance Lab Working Papers from Finance Lab, Insper Instituto de Ensino e Pesquisa
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Working Paper: Market Microstructure Models and the Markov Property (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:ibm:finlab:flwp_29
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