Order-splitting and long-memory in an order-driven market
| Year of publication: |
2010
|
|---|---|
| Authors: | Yamamoto, R. ; LeBaron, B. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 73.2010, 1, p. 51-57
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009280127