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1 Ergebnisse
1
Scaling and memory in the non-Poisson process of limit orde..:
Ni, Xiao-Hui
;
Jiang, Zhi-Qiang
;
Gu, Gao-Feng
...
Physica A: Statistical Mechanics and its Applications. 389 (2010) 14 - p. 2751-2761 , 2010
Link:
https://doi.org/10.1016/j.physa.2010.02.040
RT Journal T1 <Title>Scaling and memory in the non-Poisson process of limit order cancelation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2010.02.040&Exemplar=1&LAN=DE A1 Ni, Xiao-Hui A1 Jiang, Zhi-Qiang A1 Gu, Gao-Feng A1 Ren, Fei A1 Chen, Wei A1 Zhou, Wei-Xing PB Elsevier BV YR 2010 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 389 IS 14 SP 2751 OP 2761 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2010.02.040 DO https://doi.org/10.1016/j.physa.2010.02.040 SF ELIB - SuUB Bremen
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