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Heavy tailed distributions in closing auctions - MaRDI portal

Heavy tailed distributions in closing auctions (Q2669415)

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Heavy tailed distributions in closing auctions
scientific article

    Statements

    title
    Heavy tailed distributions in closing auctions (English)
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    author
    M. Derksen
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    B. J. K. Kleijn
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    Robin de Vilder
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    published in
    Physica A
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    publication date
    9 March 2022
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    zbMATH Keywords
    closing auction
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    closing prices
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    stochastic models
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    price formation
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    heavy tails
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    Identifiers

    zbMATH DE Number
    7486081
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    OpenAlex ID
    W4207008816
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