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Interacting gaps model, dynamics of order book, and stock-market fluctuations
- 1.0096830 - FZÚ 2008 RIV DE eng J - Journal Article
Svorenčík, A. - Slanina, František
Interacting gaps model, dynamics of order book, and stock-market fluctuations.
[Model integagujících mezer, dynamika knihy příkazů a fluktuace akciového trhu.]
European Physical Journal B. Roč. 57, - (2007), s. 453-462. ISSN 1434-6028. E-ISSN 1434-6036
R&D Projects: GA MŠMT 1P04OCP10.001
Institutional research plan: CEZ:AV0Z10100520
Keywords : interacting gaps model * dynamics of order book * stock-market fluctuations
Subject RIV: BE - Theoretical Physics
Impact factor: 1.356, year: 2007
One-dimensional onteracting-patricle models are used for modelling the fluctuation of prices at the stock market
Jednorozměrné modely interagujících částic jsou použity pro modelování fluktuací cen na akciovém trhu
Permanent Link: http://hdl.handle.net/11104/0156101
Number of the records: 1