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Microstructure approach to exchange rates

Lyons, Richard K

Microstructure approach to exchange rates - Cambridge MIT Press 2001 - xii,333p. ill. 24 cm.

Includes bibliographical references (p. [305]-323) and index.

ISBN: 9780262622059

LCCN: 2001044337

Subjects--Topical Terms:
Foreign exchange rates--Mathematical models.

LC Class. No.: HG3823 / .L96 2001

Dewey Class. No.: 332.45015118 / LY-M

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