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0314404 - ÚTIA 2009 RIV CZ eng J - Journal Article
Šmíd, Martin
Price Tails in the Smith and Farmer's Model.
[Chvosty rozdělení ceny v Smithově a Farmerově modelu.]
Bulletin of the Czech Econometric Society. Roč. 15, č. 25 (2008), s. 31-40. ISSN 1212-074X
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/06/1417
Institutional research plan: CEZ:AV0Z10750506
Keywords : limit order market * continuous double auction * price increments * fat tails * tail exponent
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2008/E/smid-price tails in the smith and farmer's model.pdf
Permanent Link: http://hdl.handle.net/11104/0164926