fr
{{ search | replaceEmpty }}

Financial Knudsen Number: Breakdown of Continuous Price Dynamics and Asymmetric Buy and Sell Structures Confirmed by High Precision Order Book Information

Financial Knudsen Number: Breakdown of Continuous Price Dynamics and Asymmetric Buy and Sell Structures Confirmed by High Precision Order Book Information

AuthorD. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
JournalPhysical Review E
Date1 jan. 2015
CatégorieAcademic Publications
Volumevol. 92 (4), No. 042811, pp 1-12

Swiss Finance Institute - Genève

Université de Genève
42, Bd du Pont d`Arve
CH-1211 Genève 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zurich

Walchestrasse 9
CH-8006 Zurich

Tél.: +41 44 254 30 80
Fax: +41 44 254 30 85
E-mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
fr