Statistical properties of stock order books: empirical results and models (Q4646786): Difference between revisions
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Property / OpenAlex ID: W3124461367 / rank | |||
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Property / arXiv ID: cond-mat/0203511 / rank | |||
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Property / cites work: An Introduction to Fluid Dynamics / 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: Price fluctuations from the order book perspective - empirical facts and a simple model / rank | |||
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Property / cites work: Analyzing and modeling 1+1d markets / rank | |||
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Latest revision as of 20:35, 17 July 2024
scientific article; zbMATH DE number 7001529
Language | Label | Description | Also known as |
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English | Statistical properties of stock order books: empirical results and models |
scientific article; zbMATH DE number 7001529 |
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Statistical properties of stock order books: empirical results and models (English)
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14 January 2019
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statistical properties
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order book
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liquid stocks
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