Decomposing the stock market intraday dynamics
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Publication:1598989
DOI10.1016/S0378-4371(02)00613-1zbMath0995.91021arXivcond-mat/0108068MaRDI QIDQ1598989
F. Grümmer, F. Ruf, S. Drożdż, J. Speth, J. Kwapień
Publication date: 4 June 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0108068
91B26: Auctions, bargaining, bidding and selling, and other market models
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