Price fluctuations, market activity and trading volume
From MaRDI portal
Publication:4646483
DOI10.1088/1469-7688/1/2/308zbMath1405.91762OpenAlexW2114012669MaRDI QIDQ4646483
L. A. N. Amaral, H. Eugene Stanley, Parameswaran Gopikrishnan, Vasiliki Plerou, Xavier Gabaix
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/1/2/308
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
Related Items
1/fnoise from point process and time-subordinated Langevin equations, Order flow in the financial markets from the perspective of the fractional Lévy stable motion, Long-range memory test by the burst and inter-burst duration distribution