Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: Introduction to Econophysics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Analyzing and modeling 1+1d markets / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Exact Hurst exponent and crossover behavior in a limit order market model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Exact solution of a 1D asymmetric exclusion model using a matrix formulation / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2014904030 / rank | |||
Normal rank | |||
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)
0 references
21 May 2003
0 references
exclusion particle model
0 references
short-time over-diffusion
0 references
order placement non-equilibrium
0 references
