Open AccessEconometric Models of Limit-Order Executions
Author(s) -
Andrew W. Lo,
A. Craig MacKinlay,
Mengjie Zhang
Publication year - 1997
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w6257
Subject(s) - limit (mathematics) , econometrics , order (exchange) , economics , econometric model , mathematics , mathematical analysis , finance