The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68378271%3A_____%2F03%3A02030415" target="_blank" >RIV/68378271:_____/03:02030415 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models.
Original language description
A model for market price fluctuations is investigated. order book dynamics gives power law inagreement with empirical data.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BE - Theoretical physics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA202%2F01%2F1091" target="_blank" >GA202/01/1091: Modeling of economic systems by the methods of statistical physics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Physica. A
ISSN
0378-4371
e-ISSN
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Volume of the periodical
330
Issue of the periodical within the volume
N/A
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
9
Pages from-to
232-239
UT code for WoS article
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EID of the result in the Scopus database
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