Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations

Author: Meng Hao   Ren Fei   Gu Gao-Feng   Xiong Xiong   Zhang Yong-Jie   Zhou Wei-Xing   Zhang Wei  

Publisher: Edp Sciences

E-ISSN: 1286-4854|98|3|38003-38003

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.98, Iss.3, 2012-05, pp. : 38003-38003

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract