Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948): Difference between revisions

@@ Property / author @@
-Damien Challet
@@ Property / author: Damien Challet / rank @@
-Normal rank
@@ Property / author @@
-Robin B. Stinchcombe
@@ Property / author: Robin B. Stinchcombe / rank @@
-Normal rank
@@ Property / author @@
+Damien Challet
@@ Property / author: Damien Challet / rank @@
+Normal rank
@@ Property / author @@
+Robin B. Stinchcombe
@@ Property / author: Robin B. Stinchcombe / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+cond-mat/0211082
@@ Property / arXiv ID: cond-mat/0211082 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+Analyzing and modeling 1+1d markets
@@ Property / cites work: Analyzing and modeling 1+1d markets / rank @@
+Normal rank
@@ Property / cites work @@
+Exact Hurst exponent and crossover behavior in a limit order market model
+Normal rank
@@ Property / cites work @@
+Exact solution of a 1D asymmetric exclusion model using a matrix formulation
+Normal rank
@@ Property / OpenAlex ID @@
+W2014904030
@@ Property / OpenAlex ID: W2014904030 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1873948