A multilayer model of order book dynamics
Alessio Emanuele Biondo, Alessandro Pluchino and Andrea Rapisarda
| Year of publication: |
September 2016
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|---|---|
| Authors: | Biondo, Alessio Emanuele ; Pluchino, Alessandro ; Rapisarda, Andrea |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 2.2016, 3, p. 37-52
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| Subject: | financial markets | econophysics | self-organized criticality | herding | agent-based models | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Herdenverhalten | Herding | Finanzmarkt | Financial market | Ökonophysik | Econophysics | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JNTF.2016.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011668566