SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Econophysics of Order-driven Markets · Study

BookEconophysics of Order-driven Markets

Frédéric Abergel2011

Book2011

Econophysics of Order-driven Markets

Frédéric Abergel · Anirban Chakraborti

51 citations·0/0 files stored·New economic windows

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Complex Systems and Time Series Analysis Stochastic processes and financial applications Statistical Mechanics and Entropy

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 51 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 2001Empirical properties of asset returns: stylized facts and statistical issues 1993A long memory property of stock market returns and a new model 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices 1987Applied Probability and Queues 2000An Introduction to Econophysics: Correlations and Complexity in Finance

Cited by

2013Some limit theorems for Hawkes processes and application to financial statistics

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Limit order booksarticle · 15 shared references 2009How Markets Slowly Digest Changes in Supply and Demandchapter · 13 shared references 2013Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Processchapter · 13 shared references 2015Large Tick Assets: Implicit Spread and Optimal Tick Sizearticle · 12 shared references 2011Limit Order Bookspreprint · 12 shared references 2011Econophysics review: I. Empirical factsarticle · 11 shared references

Details

Year2011

Typebook

Published2011-01-01

VenueNew economic windows

ISSN-L2039-411X

Languageen

Citations51

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1007/978-88-470-1766-5

openalex_workW2285308561

Links

Imported from OpenAlex (CC0) — nothing here is generated.