Empirical Shape Function of the Limit-Order Books of the USD/COP Spot Market
The following work aims to study the empirical properties of the limit-order books (LOB) of the USD/COP spot market. The article is organized as follows: The first section introduces important concepts and definitions. The second section characterizes limit-order book markets. The third section pres...
- Autores:
-
Sandoval, Javier
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2012
- Institución:
- Universidad Externado de Colombia
- Repositorio:
- Biblioteca Digital Universidad Externado de Colombia
- Idioma:
- spa
- OAI Identifier:
- oai:bdigital.uexternado.edu.co:001/7430
- Acceso en línea:
- https://bdigital.uexternado.edu.co/handle/001/7430
https://revistas.uexternado.edu.co/index.php/odeon/article/view/3696
- Palabra clave:
- Limit-Order Book
USD/COP
Statistical Properties.
- Rights
- openAccess
- License
- http://purl.org/coar/access_right/c_abf2
| Summary: | The following work aims to study the empirical properties of the limit-order books (LOB) of the USD/COP spot market. The article is organized as follows: The first section introduces important concepts and definitions. The second section characterizes limit-order book markets. The third section presents the dataset. The fourth and fifth sections depict the statistical properties of the limit-order book. The last section presents relevant conclusions. |
|---|