Long-memory in an order-driven market

Physica A: Statistical Mechanics and its Applications 2007 Vol. 383; Iss. 1

Long-memory in an order-driven market

Blake LeBaron, Ryuichi Yamamoto
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Volume:
383
Year:
2007
Language:
english
Pages:
5
DOI:
10.1016/j.physa.2007.04.090
File:
PDF, 131 KB
english, 2007
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