Order-splitting and long-memory in an order-driven market (Q977582): Difference between revisions
From MaRDI portal
Created a new 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 / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1140/epjb/e2009-00392-y / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2057921318 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The impact of heterogeneous trading rules on the limit order book and order flows / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Rescaled variance and related tests for long memory in volatility and levels / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Long-Term Memory in Stock Market Prices / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 23:15, 2 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Order-splitting and long-memory in an order-driven market |
scientific article |
Statements
Order-splitting and long-memory in an order-driven market (English)
0 references
22 June 2010
0 references