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...
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| Format: | article |
| Status: | Published version |
| Publication Date: | 2012 |
| Country: | Colombia |
| Institution: | Universidad Externado de Colombia |
| Repository: | Biblioteca Digital Universidad Externado de Colombia |
| Language: | Spanish |
| OAI Identifier: | oai:bdigital.uexternado.edu.co:001/7430 |
| Online Access: | https://bdigital.uexternado.edu.co/handle/001/7430 https://revistas.uexternado.edu.co/index.php/odeon/article/view/3696 |
| Access Level: | Open access |
| Keyword: | Limit-Order Book USD/COP Statistical Properties. |
| 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. |
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