Pages that link to "Item:Q4647591"
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The following pages link to On the origin of power-law tails in price fluctuations (Q4647591):
Displayed 13 items.
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Why does the power law for stock price hold? (Q508273) (← links)
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- Stock market crashes as social phase transitions (Q844572) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
- Thermodynamics of markets (Q2066060) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Heavy tailed distributions in closing auctions (Q2669415) (← links)
- What really causes large price changes? (Q4610246) (← links)
- On the origin of power-law fluctuations in stock prices (Q4647592) (← links)
- Agent-based modelling in directional-change intrinsic time (Q4991034) (← links)
- Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)