The power of patience: a behavioural regularity in limit-order placement (Q4646802): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / arXiv ID | |||
| Property / arXiv ID: cond-mat/0206280 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Statistical properties of stock order books: empirical results and models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Testing for nonlinearity in time series: the method of surrogate data / rank | |||
Normal rank | |||
Latest revision as of 20:35, 17 July 2024
scientific article; zbMATH DE number 7001544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The power of patience: a behavioural regularity in limit-order placement |
scientific article; zbMATH DE number 7001544 |
Statements
The power of patience: a behavioural regularity in limit-order placement (English)
0 references
14 January 2019
0 references
limit-order placement regularity
0 references
time series
0 references
autocorrelation function
0 references
0 references
