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Interacting gaps model, dynamics of order book, and stock-market fluctuations

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    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  

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