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Volumn 82, Issue 6, 2008, Pages

Fluctuation patterns in high-frequency financial asset returns

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EID: 79051469452     PISSN: 02955075     EISSN: 12864854     Source Type: Journal    
DOI: 10.1209/0295-5075/82/68005     Document Type: Article
Times cited : (28)

References (35)
  • 13
    • 0033880410 scopus 로고    scopus 로고
    • Maslov S. 2000 Physica A 278 571
    • (2000) Physica A , vol.278 , Issue.3-4 , pp. 571
    • Maslov, S.1
  • 27
    • 46749095717 scopus 로고    scopus 로고
    • Alfonsi A., Fruth A. and Schied A. 2007 Optimal execution strategies in limit order books with general shape functions, preprint
    • (2007)
    • Alfonsi, A.1    Fruth, A.2    Schied, A.3
  • 34


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.