Price fluctuations from the order book perspective - empirical facts and a simple model (Q5947885): Difference between revisions
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| Property / arXiv ID: cond-mat/0102518 / rank | |||
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| Property / cites work: From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets / rank | |||
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| Property / cites work: Q4524816 / rank | |||
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| Property / cites work: Stylized facts of financial markets and market crashes in Minority Games / rank | |||
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| Property / cites work: HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS / rank | |||
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Latest revision as of 20:10, 3 June 2024
scientific article; zbMATH DE number 1666251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price fluctuations from the order book perspective - empirical facts and a simple model |
scientific article; zbMATH DE number 1666251 |
Statements
Price fluctuations from the order book perspective - empirical facts and a simple model (English)
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23 October 2001
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transaction size distributions
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nonlinear size dependence
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limit order number imbalance
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