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The asymmetric statistics of order books: The role of discreteness and non-uniform limit order deposition

(7 Jun 2009)

by A. Zaccaria, M. Cristelli, V. Alfi, F. Ciulla, L. Pietronero

posted to and asymmetric books deposition discreteness limit non-uniform of order role statistics the by A_Olympia on 2009-07-08 21:41:35 as

along with 1 group logics of knowledge

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