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Volumn 79, Issue 6, 2009, Pages

Comment on "Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets"

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EID: 67650109624     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.79.068101     Document Type: Note
Times cited : (18)

References (6)
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    • 33744816239 scopus 로고    scopus 로고
    • 10.1140/epjb/e2006-00189-6
    • Z. Eisler and J. Kertész, Eur. Phys. J. B 51, 145 (2006). 10.1140/epjb/e2006-00189-6
    • (2006) Eur. Phys. J. B , vol.51 , pp. 145
    • Eisler, Z.1    Kertész, J.2
  • 3
    • 35248884460 scopus 로고    scopus 로고
    • 10.1103/PhysRevE.76.046109
    • V. Plerou and H. E. Stanley, Phys. Rev. E 76, 046109 (2007). 10.1103/PhysRevE.76.046109
    • (2007) Phys. Rev. e , vol.76 , pp. 046109
    • Plerou, V.1    Stanley, H.E.2
  • 4
    • 0001263124 scopus 로고
    • 10.1214/aos/1176343247
    • B. M. Hill, Ann. Stat. 3, 1163 (1975). 10.1214/aos/1176343247
    • (1975) Ann. Stat. , vol.3 , pp. 1163
    • Hill, B.M.1
  • 6
    • 67650188445 scopus 로고    scopus 로고
    • arXiv:0706.1062, SIAM Review (to be published).
    • A. Clauset, C. R. Shalizi, and M. E. J. Newman, e-print arXiv:0706.1062, SIAM Review (to be published).
    • Clauset, A.1    Shalizi, C.R.2    Newman, M.E.J.3


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