Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079)

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scientific article; zbMATH DE number 7475140
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    Exogenous and endogenous price jumps belong to different dynamical classes
    scientific article; zbMATH DE number 7475140

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      Exogenous and endogenous price jumps belong to different dynamical classes (English)
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      16 February 2022
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      market microstructure
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      market impact
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      critical phenomena of socio-economic systems
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      quantitative finance
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