Pages that link to "Item:Q5947839"

The following pages link to Analyzing and modeling 1+1d markets (Q5947839):

Displaying 32 items.

• Order book, financial markets, and self-organized criticality (Q508308) (← links)
• 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)
• The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models (Q1412914) (← links)
• Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
• Simple stochastic order-book model of swarm behavior in continuous double auction (Q1783312) (← links)
• Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461) (← 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)
• An analysis of price impact function in order-driven markets (Q1873949) (← links)
• Order book model with herd behavior exhibiting long-range memory (Q2159603) (← links)
• Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← links)
• A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (Q2853371) (← links)
• Limit order books (Q2871425) (← links)
• Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
• Order book approach to price impact (Q3375377) (← links)
• Modeling stock pinning (Q3605241) (← links)
• WAITING TIMES IN SIMULATED STOCK MARKETS (Q3636540) (← links)
• Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197) (← links)
• Estimation of zero-intelligence models by L1 data (Q4554513) (← links)
• Modelling intensities of order flows in a limit order book (Q4555100) (← links)
• The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
• Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes (Q4610223) (← links)
• Statistical properties of stock order books: empirical results and models (Q4646786) (← links)
• Non-constant rates and over-diffusive prices in a simple model of limit order markets (Q4647254) (← links)
• A steady-state model of the continuous double auction (Q4647285) (← links)
• Statistical theory of the continuous double auction (Q4647293) (← links)
• The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
• MARKET IMPACT AND ORDER BOOK CHARACTERISTICS IN THE KOREAN FUTURES MARKET (Q4911503) (← links)
• Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076) (← links)
• Clearing price distributions in call auctions (Q5139246) (← links)
• COULD SHORT SELLING MAKE FINANCIAL MARKETS TUMBLE? (Q5462705) (← links)