Statistical properties of stock order books: empirical results and models (Q4646786)

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scientific article; zbMATH DE number 7001529
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Statistical properties of stock order books: empirical results and models
scientific article; zbMATH DE number 7001529

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    Statistical properties of stock order books: empirical results and models (English)
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    14 January 2019
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    statistical properties
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    order book
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    liquid stocks
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