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Scaling and memory in the non-Poisson process of limit order cancelation
Xiao-Hui Ni, Zhi-Qiang Jiang, Gao-Feng Gu, Fei Ren, Wei Chen, Wei-Xing ZhouVolume:
389
Year:
2010
Language:
english
Pages:
11
DOI:
10.1016/j.physa.2010.02.040
File:
PDF, 1.25 MB
english, 2010