Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461): Difference between revisions
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Revision as of 05:54, 5 March 2024
scientific article
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English | Exact Hurst exponent and crossover behavior in a limit order market model |
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Exact Hurst exponent and crossover behavior in a limit order market model (English)
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26 November 2002
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exclusion particle model
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universality class
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critical parameter
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