Fundamentalists clashing over the book: a study of order-driven stock markets
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Publication:4647292
DOI10.1088/1469-7688/3/6/306zbMath1405.91561OpenAlexW2095954572MaRDI QIDQ4647292
Paolo Pellizzari, Marco Li Calzi
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10278/11390
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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