Price fluctuations from the order book perspective - empirical facts and a simple model (Q5947885): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4524816 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stylized facts of financial markets and market crashes in Minority Games / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS / rank | |||
Normal rank | |||
Latest revision as of 20:10, 3 June 2024
scientific article; zbMATH DE number 1666251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price fluctuations from the order book perspective - empirical facts and a simple model |
scientific article; zbMATH DE number 1666251 |
Statements
Price fluctuations from the order book perspective - empirical facts and a simple model (English)
0 references
23 October 2001
0 references
transaction size distributions
0 references
nonlinear size dependence
0 references
limit order number imbalance
0 references
0 references
