Order-splitting and long-memory in an order-driven market (Q977582): Difference between revisions

@@ Property / DOI @@
-.1140/epjb/e2009-00392-y
@@ Property / DOI: 10.1140/epjb/e2009-00392-y / 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/10.1140/epjb/e2009-00392-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2057921318
@@ Property / OpenAlex ID: W2057921318 / rank @@
+Normal rank
@@ Property / cites work @@
+The impact of heterogeneous trading rules on the limit order book and order flows
+Normal rank
@@ Property / cites work @@
+Rescaled variance and related tests for long memory in volatility and levels
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / DOI @@
+.1140/EPJB/E2009-00392-Y
@@ Property / DOI: 10.1140/EPJB/E2009-00392-Y / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:977582