Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079)
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scientific article; zbMATH DE number 7475140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exogenous and endogenous price jumps belong to different dynamical classes |
scientific article; zbMATH DE number 7475140 |
Statements
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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