Statistical properties of stock order books: empirical results and models (Q4646786): Difference between revisions

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+W3124461367
@@ Property / OpenAlex ID: W3124461367 / rank @@
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@@ Property / arXiv ID @@
+cond-mat/0203511
@@ Property / arXiv ID: cond-mat/0203511 / rank @@
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@@ Property / cites work @@
+An Introduction to Fluid Dynamics
@@ Property / cites work: An Introduction to Fluid Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
+Normal rank
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+Price fluctuations from the order book perspective - empirical facts and a simple model
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+Analyzing and modeling 1+1d markets
@@ Property / cites work: Analyzing and modeling 1+1d markets / rank @@
+Normal rank