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

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SYSNO ASEP	0096830
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Ostatní články
Title	Interacting gaps model, dynamics of order book, and stock-market fluctuations
Title	Model integagujících mezer, dynamika knihy příkazů a fluktuace akciového trhu
Author(s)	Svorenčík, A. (SK) Slanina, František (FZU-D)_{RID, ORCID}
Source Title	European Physical Journal B. - : Springer - ISSN 1434-6028 Roč. 57, - (2007), s. 453-462
Number of pages	10 s.
Language	eng - English
Country	DE - Germany
Keywords	interacting gaps model ; dynamics of order book ; stock-market fluctuations
Subject RIV	BE - Theoretical Physics
R&D Projects	1P04OCP10.001 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
CEZ	AV0Z10100520 - FZU-D (2005-2011)
Annotation	One-dimensional onteracting-patricle models are used for modelling the fluctuation of prices at the stock market
Workplace	Institute of Physics
Contact	Kristina Potocká, potocka@fzu.cz, Tel.: 220 318 579
Year of Publishing	2008

Number of the records: 1