Author:
Winkler Alves Thiago,Florescu Ionut,Calhoun George,Bozdog Dragos
Reference39 articles.
1. A Compound Multifractal Model for High-Frequency Asset Returns
2. Bounded Rational Heterogeneous Agents In Artificial Stock Markets: Literature Review And Research Direction;T Alsulaiman;Behavioral, Educational, Economic and Management Engineering,2015
3. Statistical properties of stock order books: empirical results and models;J.-P Bouchaud;Quantitative Finance,2002
4. Theory of Financial Risk and Derivative Pricing
5. The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response;E Budish;The Quarterly Journal of Economics,2015
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献