Fat tails and multi-scaling in a simple model of limit order markets
Reference:
Krause, A., 2006. Fat tails and multi-scaling in a simple model of limit order markets. Physica A: Statistical Mechanics and its Applications
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Details
| Item Type | Articles |
| Creators | Krause, A. |
| Departments | School of Management |
| Refereed | Yes |
| Status | Published |
| ID Code | 11867 |
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