Empirical Shape Function of the Limit-Order Books of the USD/COP Spot Market

dc.creator	Sandoval, Javier
dc.date	2012-03-12
dc.date.accessioned	2022-03-22T19:37:17Z
dc.date.available	2022-03-22T19:37:17Z
dc.identifier	https://revistas.uexternado.edu.co/index.php/odeon/article/view/3696
dc.identifier.uri	http://biblioteca-repositorio.clacso.edu.ar/handle/CLACSO/100365
dc.description	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.	es-ES
dc.format	application/pdf
dc.format	text/html
dc.language	spa
dc.publisher	Facultad de Finanzas, Gobierno y Relaciones Internacionales	es-ES
dc.relation	https://revistas.uexternado.edu.co/index.php/odeon/article/view/3696/3826
dc.relation	https://revistas.uexternado.edu.co/index.php/odeon/article/view/3696/4133
dc.source	ODEON; Núm. 7 (2012)	es-ES
dc.source	2346-2140
dc.source	1794-1113
dc.subject	Limit-Order Book	es-ES
dc.subject	USD/COP	es-ES
dc.subject	Statistical Properties.	es-ES
dc.title	Empirical Shape Function of the Limit-Order Books of the USD/COP Spot Market	es-ES
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/publishedVersion