What really causes large price changes?
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Publication:4610246
DOI10.1080/14697680400008627zbMath1405.91738arXivcond-mat/0312703OpenAlexW2159878630MaRDI QIDQ4610246
László Gillemot, J. Doyne Farmer, Anindya Sen, Szabolcs Mike, Fabrizio Lillo
Publication date: 15 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0312703
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
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