Statistical analysis of financial returns for a multiagent order book model of asset trading

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 76, Issue 1, 2007, Pages

  Preis, Tobias ^a   Golke, Sebastian ^a   Paul, Wolfgang ^a   Schneider, Johannes J ^a  

^a JOHANNES GUTENBERG UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; MATHEMATICAL MODELS; MULTI AGENT SYSTEMS; STATISTICAL METHODS;

ASSET TRADING; FINANCIAL MARKETS; FINANCIAL RETURNS; MULTIAGENT ORDER BOOK MODELS;

FINANCIAL DATA PROCESSING;

EID: 34547485828     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.76.016108     Document Type: Article

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