Price fluctuations from the order book perspective - empirical facts and a simple model
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Publication:5947885
DOI10.1016/S0378-4371(01)00301-6zbMath0974.91505arXivcond-mat/0102518MaRDI QIDQ5947885
Publication date: 23 October 2001
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0102518
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