Statistical properties of stock order books: empirical results and models

DOI10.1088/1469-7688/2/4/301zbMath1408.62172arXivcond-mat/0203511OpenAlexW3124461367MaRDI QIDQ4646786

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Publication date: 14 January 2019

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0203511

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