Heavy tailed distributions in closing auctions (Q2669415)

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scientific article; zbMATH DE number 7486081
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    Heavy tailed distributions in closing auctions
    scientific article; zbMATH DE number 7486081

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      Heavy tailed distributions in closing auctions (English)
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      9 March 2022
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      closing auction
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      closing prices
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      stochastic models
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      price formation
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      heavy tails
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