Research Report

Forecasting in Continuous Double Auction

Šmíd Martin

: ÚTIA AV ČR, (Praha 2005)

: Research Report 2128

: CEZ:AV0Z10750506

: GA402/03/H057, GA ČR, GA402/04/1294, GA ČR, 454/2004/A EK/FSV, GA UK

: limit order markets, continuous double auction, price and volume

: 05D, 12B

: BB