Original language | English |
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Pages (from-to) | 183-190 |
Journal | Physica A: Statistical Mechanics and its Applications |
Volume | 368 |
Issue number | 1 |
DOIs | |
Publication status | Published - Aug 2006 |
Fat tails and multi-scaling in a simple model of limit order markets
Research output: Contribution to journal › Article › peer-review
2
Citations
(SciVal)