Critical comparison of several order-book models for stock-market fluctuations

European Physical Journal B

Volumn 61, Issue 2, 2008, Pages 225-240

  Slanina, F ^a,b  

^a INSTITUTE OF PHYSICS   (Czech Republic)

^b CHARLES UNIVERSITY   (Czech Republic)

Author keywords

[No Author keywords available]

Indexed keywords

BAK PACZUSKI SHUBIK MODELS; HURST EXPONENT; ORDER BOOK MODELS; STOCK MARKET FLUCTUATIONS;

AUTOCORRELATION; COSTS; DATA ACQUISITION; MATHEMATICAL MODELS; ONE DIMENSIONAL;

MARKETING;

EID: 39349110430     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2008-00059-3     Document Type: Article

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