The power of patience: a behavioural regularity in limit-order placement (Q4646802): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical properties of stock order books: empirical results and models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for nonlinearity in time series: the method of surrogate data / rank
 
Normal rank

Latest revision as of 20:35, 17 July 2024

scientific article; zbMATH DE number 7001544
Language Label Description Also known as
English
The power of patience: a behavioural regularity in limit-order placement
scientific article; zbMATH DE number 7001544

    Statements

    The power of patience: a behavioural regularity in limit-order placement (English)
    0 references
    0 references
    0 references
    14 January 2019
    0 references
    limit-order placement regularity
    0 references
    time series
    0 references
    autocorrelation function
    0 references

    Identifiers