Understanding price discovery in interconnected markets: generalized Langevin process approach and simulation (Q2148671)
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scientific article; zbMATH DE number 7547525
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| English | Understanding price discovery in interconnected markets: generalized Langevin process approach and simulation |
scientific article; zbMATH DE number 7547525 |
Statements
Understanding price discovery in interconnected markets: generalized Langevin process approach and simulation (English)
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24 June 2022
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market microstructure
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price discovery
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Langevin process
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0.6913362145423889
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0.6857684850692749
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0.6669564247131348
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0.6648049354553223
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0.6626341342926025
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