Work

Trading activity as driven Poisson process: Comparison with empirical data

Year: 2008

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2008.02.078

Authors: V. Gontis, B. Kaulakys, J. Ruseckas

Institution: Vilnius University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2000265426

FWCI: 5.284

Cites: 19

Cited by: 19

Related to: 10