Interacting gaps model, dynamics of order book, and stock-market fluctuations
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Publication:978792
DOI10.1140/epjb/e2007-00185-4zbMath1189.91132OpenAlexW2011236733MaRDI QIDQ978792
A. Svorenčík, František Slanina
Publication date: 25 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/e2007-00185-4
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Financial applications of other theories (91G80)
Cites Work
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