SPIE Proceedings [SPIE SPIE Fourth International Symposium on Fluctuations and Noise - Florence, Italy (Sunday 20 May 2007)] Noise and Stochastics in Complex Systems and Finance - The limit order book on different time scales
Eisler, Zoltán, Kertész, János, Bornholdt, Stefan, Kertész, János, Lillo, Fabrizio, Mantegna, Rosario N.Volume:
6601
Year:
2007
Language:
english
DOI:
10.1117/12.724817
File:
PDF, 1.57 MB
english, 2007