Price fluctuations from the order book perspective - empirical facts and a simple model (Q5947885)
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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 |
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Price fluctuations from the order book perspective - empirical facts and a simple model (English)
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23 October 2001
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transaction size distributions
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nonlinear size dependence
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limit order number imbalance
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