Fat tails and multi-scaling in a simple model of limit order markets

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2 Citations (SciVal)

Original language	English
Pages (from-to)	183-190
Journal	Physica A: Statistical Mechanics and its Applications
Volume	368
Issue number	1
DOIs	https://doi.org/10.1016/j.physa.2005.12.038
Publication status	Published - Aug 2006

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title = "Fat tails and multi-scaling in a simple model of limit order markets",

author = "Andreas Krause",

year = "2006",

month = aug,

doi = "10.1016/j.physa.2005.12.038",

language = "English",

volume = "368",

pages = "183--190",

journal = "Physica A: Statistical Mechanics and its Applications",

issn = "0378-4371",

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number = "1",

}

TY - JOUR

T1 - Fat tails and multi-scaling in a simple model of limit order markets

AU - Krause, Andreas

PY - 2006/8

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UR - http://dx.doi.org/10.1016/j.physa.2005.12.038

U2 - 10.1016/j.physa.2005.12.038

DO - 10.1016/j.physa.2005.12.038

M3 - Article

VL - 368

SP - 183

EP - 190

JO - Physica A: Statistical Mechanics and its Applications

JF - Physica A: Statistical Mechanics and its Applications

SN - 0378-4371

IS - 1

ER -