Heterogeneity and State Dependence in Modelling Order Flow Dynamics

Kaj Hedvall, Gunnar Rosenqvist

Research output: Book/ReportCommissioned reportProfessional

Original languageEnglish
Place of PublicationHelsinki
PublisherHanken School of Economics
Number of pages28
ISBN (Print)951-555-550-7
Publication statusPublished - 1997
MoE publication typeD4 Published development or research report or study

Publication series

NameWorking Papers
PublisherHanken School of Economics
No.359
ISSN (Print)0357-4598

Keywords

  • 511 Economics

Projects

HETEROGENEITY AND STATE DEPENDENCE IN MODELLING ORDER FLOW DYNAMICS

Hedvall, K. & Rosenqvist, G.

01.01.199531.12.2002

Project: Externally funded project

Cite this

Hedvall, K., & Rosenqvist, G. (1997). Heterogeneity and State Dependence in Modelling Order Flow Dynamics. (Working Papers; No. 359). Hanken School of Economics.