Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461)
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scientific article
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| English | Exact Hurst exponent and crossover behavior in a limit order market model |
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Exact Hurst exponent and crossover behavior in a limit order market model (English)
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26 November 2002
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exclusion particle model
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universality class
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critical parameter
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0.8725509
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0.8598637
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0.85871416
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0.8562262
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0.8551508
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0.8534706
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0.8473407
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0.8466772
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