Statistical analysis of financial returns for a multiagent order book model of asset trading
Preis, Tobias, Golke, Sebastian, Paul, Wolfgang, Schneider, Johannes J.Volume:
76
Language:
english
Journal:
Physical Review E
DOI:
10.1103/PhysRevE.76.016108
Date:
July, 2007
File:
PDF, 655 KB
english, 2007