Order-splitting and long-memory in an order-driven market
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Publication:977582
DOI10.1140/epjb/e2009-00392-yzbMath1188.91177MaRDI QIDQ977582
Publication date: 22 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1140/epjb/e2009-00392-y
91B84: Economic time series analysis