High-frequency trading model for a complex trading hierarchy (Q2873026): Difference between revisions

@@ Property / author @@
-H. Eugene Stanley
@@ Property / author: H. Eugene Stanley / rank @@
-Normal rank
@@ Property / author @@
+H. Eugene Stanley
@@ Property / author: H. Eugene Stanley / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57194412
@@ Property / Wikidata QID: Q57194412 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2012.664928
+Normal rank
@@ Property / OpenAlex ID @@
+W2141425669
@@ Property / OpenAlex ID: W2141425669 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Problems in Physics and Astronomy
@@ Property / cites work: Stochastic Problems in Physics and Astronomy / rank @@
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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+Diffusive behavior and the modeling of characteristic times in limit order executions
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+The Econometrics of Ultra-high-frequency Data
@@ Property / cites work: The Econometrics of Ultra-high-frequency Data / rank @@
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+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
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+There's more to volatility than volume
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+Preferential growth: solution and application to modeling stock market
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+A microscopic model of the stock market: cycles, booms, and crashes
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+Price fluctuations from the order book perspective - empirical facts and a simple model
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+Artificial economic life: A simple model of a stockmarket
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+Cross-correlations between volume change and price change
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+Agent-based simulation of a financial market
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+ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS
@@ Property / cites work: ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS / rank @@
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+Zipf plots and the size distribution of firms
@@ Property / cites work: Zipf plots and the size distribution of firms / rank @@
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@@ Property / cites work @@
+Relation between bid–ask spread, impact and volatility in order-driven markets
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@@ links / mardi / name / links / mardi / name @@
+Publication:2873026