A puzzle of microstructure market maker models
By: prepared by Rafael Romeu
Contributors: International Monetary Fund.
Series: IMF working paper -- WP/04/6
Publisher: International Monetary Fund
Published: 2004
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 23
Subjects: Foreign exchange rates -- Econometric models.; Foreign exchange market -- Econometric models.; Information theory in finance.
Genres: Econometric models.
Notes: "January 2004."

Caption title.

Includes bibliographical references (p.21-23).