Pages that link to "Item:Q1847461"
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The following pages link to Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461):
Displayed 4 items.
- Studies of the limit order book around large price changes (Q977768) (← links)
- Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
- More statistical properties of order books and price impact (Q1873946) (← links)
- Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948) (← links)