Anomalous waiting times in high-frequency financial data (Q4610281): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2086048771 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: cond-mat/0310305 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Agent-based simulation of a financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: A steady-state model of the continuous double auction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: An econometric analysis of nonsynchronous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random Walks on Lattices. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2741107 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4434764 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Waiting-times and returns in high-frequency financial data: An empirical study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intermittent chaos in a model of financial markets with heterogeneous agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes / rank
 
Normal rank

Latest revision as of 20:57, 17 July 2024

scientific article; zbMATH DE number 7002169
Language Label Description Also known as
English
Anomalous waiting times in high-frequency financial data
scientific article; zbMATH DE number 7002169

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references