Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461)

From MaRDI portal
Revision as of 11:56, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Exact Hurst exponent and crossover behavior in a limit order market model
scientific article

    Statements

    title
    Exact Hurst exponent and crossover behavior in a limit order market model (English)
    0 references
    author
    R. D. Willmann
    0 references
    Gunter M. Schütz
    0 references
    Damien Challet
    0 references
    published in
    Physica A
    0 references
    publication date
    26 November 2002
    0 references
    Mathematics Subject Classification ID
    91B24
    0 references
    91B80
    0 references
    91G80
    0 references
    zbMATH DE Number
    1835500
    0 references
    zbMATH Keywords
    exclusion particle model
    0 references
    universality class
    0 references
    critical parameter
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1847461&oldid=14229191"
    Powered by MediaWiki