High-frequency trading model for a complex trading hierarchy
From MaRDI portal
Publication:2873026
DOI10.1080/14697688.2012.664928zbMath1278.91100WikidataQ57194412 ScholiaQ57194412MaRDI QIDQ2873026
Duan Wang, Boris Podobnik, H. Eugene Stanley
Publication date: 17 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.664928
91G70: Statistical methods; risk measures
60G22: Fractional processes, including fractional Brownian motion
91B70: Stochastic models in economics
91B60: Trade models
91G80: Financial applications of other theories
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