Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948): Difference between revisions
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| Property / arXiv ID: cond-mat/0211082 / rank | |||
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| Property / cites work: Introduction to Econophysics / rank | |||
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| Property / cites work: Analyzing and modeling 1+1d markets / rank | |||
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| Property / cites work: Exact Hurst exponent and crossover behavior in a limit order market model / rank | |||
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| Property / cites work: Exact solution of a 1D asymmetric exclusion model using a matrix formulation / rank | |||
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| Property / OpenAlex ID: W2014904030 / rank | |||
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Latest revision as of 10:29, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit order market analysis and modelling: on a universal cause for over-diffusive prices |
scientific article |
Statements
Limit order market analysis and modelling: on a universal cause for over-diffusive prices (English)
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21 May 2003
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exclusion particle model
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short-time over-diffusion
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order placement non-equilibrium
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