Sebastian M. Krause

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Two price regimes in limit order books: liquidity cushion and fragmented distant field
Journal of Statistical Mechanics: Theory and Experiment
2022-02-16Paper
Uncovering the dynamics of correlation structures relative to the collective market motion
Journal of Statistical Mechanics: Theory and Experiment
2021-04-01Paper


Research outcomes over time


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