Order-splitting and long-memory in an order-driven market (Q977582): Difference between revisions
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| Property / cites work: The impact of heterogeneous trading rules on the limit order book and order flows / rank | |||
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| Property / cites work: Rescaled variance and related tests for long memory in volatility and levels / rank | |||
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| Property / cites work: Long-Term Memory in Stock Market Prices / rank | |||
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Latest revision as of 23:15, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order-splitting and long-memory in an order-driven market |
scientific article |
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Order-splitting and long-memory in an order-driven market (English)
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22 June 2010
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