Pages that link to "Item:Q5947839"

The following pages link to Analyzing and modeling 1+1d markets (Q5947839):

Displaying 11 items.

• Order book, financial markets, and self-organized criticality (Q508308) (← links)
• Studies of the limit order book around large price changes (Q977768) (← links)
• Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
• The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models (Q1412914) (← links)
• Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
• Simple stochastic order-book model of swarm behavior in continuous double auction (Q1783312) (← links)
• Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461) (← links)
• More statistical properties of order books and price impact (Q1873946) (← links)
• Limit order market analysis and modelling: on a universal cause for over-diffusive prices (Q1873948) (← links)
• An analysis of price impact function in order-driven markets (Q1873949) (← links)
• Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076) (← links)