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A structural error-correction model of best prices and depths in the foreign exchange limit order market

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Title: A structural error-correction model of best prices and depths in the foreign exchange limit order market
Creator: Lo,Ingrid, Bank of Canada
Subject: Foreign exchange rates, Econometric models, Stocks
Description
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Date: 2006
Type: Electronic(1)
Format
Identifier: 744, govdocs:1728
Source: Publisher: Bank of Canada Place of publication: Ottawa
Language: eng; Includes abstract in French.
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