Time-varying arbitrage and dynamic price discovery (Q1657391)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time-varying arbitrage and dynamic price discovery |
scientific article |
Statements
Time-varying arbitrage and dynamic price discovery (English)
0 references
13 August 2018
0 references
market microstructure
0 references
heterogeneous agent models
0 references
time-varying arbitrage
0 references
price discovery
0 references