Empirical properties of inter-cancellation durations in the Chinese stock market

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Empirical properties of inter-cancellation durations in the Chinese stock market

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наукова стаття, опублікована в березні 2014

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Empirical properties of inter-cancellation durations in the Chinese stock market

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Empirical properties of inter-cancellation durations in the Chinese stock market

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Empirical properties of inter-cancellation durations in the Chinese stock market

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Empirical properties of inter-cancellation durations in the Chinese stock market

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Empirical properties of inter-cancellation durations in the Chinese stock market

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Empirical properties of inter-cancellation durations in the Chinese stock market

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P1476

Empirical properties of inter-cancellation durations in the Chinese stock market

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P2093

Gao-Feng Gu

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Wei Zhang

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Wei-Xing Zhou

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Xiong Xiong

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Yong-Jie Zhang

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P2860

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Continuous-time random-walk model for financial distributions

Calling patterns in human communication dynamics

Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series.

Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets.

Recurrence interval analysis of trading volumes.

Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence.

Scaling and memory of intraday volatility return intervals in stock markets.

P31

scholarly article

P356

10.3389/FPHY.2014.00016

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P478

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P577

2014-03-27T00:00:00Z

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P818

1403.3478

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