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The Long Memory of the Efficient Market - MaRDI portal

The Long Memory of the Efficient Market (Q3368350)

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The Long Memory of the Efficient Market
scientific article

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    title
    The Long Memory of the Efficient Market (English)
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    author
    Fabrizio Lillo
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    J. Doyne Farmer
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    publication date
    27 January 2006
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    zbMATH DE Number
    5002402
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    zbMATH Keywords
    Long-memory processes
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    order flow
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    limit order book
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    market efficiency
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    Wikidata QID
    Q56689096
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    OpenAlex ID
    W1986437822
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    arXiv ID
    cond-mat/0311053
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