Found: 7
Select item for more details and to access through your institution.
LINEAR AND NONLINEAR CORRELATIONS IN THE ORDER AGGRESSIVENESS OF CHINESE STOCKS.
- Published in:
- Fractals, 2017, v. 25, n. 5, p. -1, doi. 10.1142/S0218348X17500414
- By:
- Publication type:
- Article
MULTIFRACTAL BEHAVIOR OF CRYPTOCURRENCIES BEFORE AND DURING COVID-19.
- Published in:
- Fractals, 2021, v. 29, n. 6, p. 1, doi. 10.1142/S0218348X21501322
- By:
- Publication type:
- Article
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework.
- Published in:
- Empirical Economics, 2023, v. 65, n. 1, p. 93, doi. 10.1007/s00181-022-02338-x
- By:
- Publication type:
- Article
Taylor's Law of Temporal Fluctuation Scaling in Stock Illiquidity.
- Published in:
- Fluctuation & Noise Letters, 2016, v. 15, n. 4, p. -1, doi. 10.1142/S0219477516500292
- By:
- Publication type:
- Article
An empirical behavioral order-driven model with price limit rules.
- Published in:
- Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00288-4
- By:
- Publication type:
- Article
Immediate price impact of a stock and its warrant: Power-law or logarithmic model?
- Published in:
- International Journal of Modern Physics B: Condensed Matter Physics; Statistical Physics; Applied Physics, 2017, v. 31, n. 8, p. -1, doi. 10.1142/S0217979217500485
- By:
- Publication type:
- Article
Modeling aggressive market order placements with Hawkes factor models.
- Published in:
- PLoS ONE, 2020, v. 15, n. 1, p. 1, doi. 10.1371/journal.pone.0226667
- By:
- Publication type:
- Article