A model of transaction signs with order splitting and public information
Year of publication: |
2016
|
---|---|
Authors: | Murai, Joshin |
Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 13.2016, 2, p. 469-480
|
Subject: | Order sign | Long memory | Fractional Brownian motion | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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