The limit order book on different time scales

Fabrizio Lillo, János Kertész, Fabrizio Lillo, Zoltán Eisler

Risultato della ricerca: Other

5 Citazioni (Scopus)
Lingua originaleEnglish
Pagine66010G-1-66010G11
Stato di pubblicazionePublished - 2007

All Science Journal Classification (ASJC) codes

  • Electronic, Optical and Magnetic Materials
  • Condensed Matter Physics
  • Computer Science Applications
  • Applied Mathematics
  • Electrical and Electronic Engineering

Cita questo

Lillo, F., Kertész, J., Lillo, F., & Eisler, Z. (2007). The limit order book on different time scales. 66010G-1-66010G11.