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Property / author: Gunter M. Schütz / rank
 
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Property / author: Damien Challet / rank
 
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Latest revision as of 18:50, 4 June 2024

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Exact Hurst exponent and crossover behavior in a limit order market model
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    Exact Hurst exponent and crossover behavior in a limit order market model (English)
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    26 November 2002
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    exclusion particle model
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    universality class
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    critical parameter
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