Waiting Times in Simulated Stock Markets
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- Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006.
"Waiting times between orders and trades in double-auction markets,"
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- Gurjeet Dhesi & Muhammad Bilal Shakeel & Ling Xiao, 2015. "Modified Brownian Motion Approach to Modelling Returns Distribution," Papers 1507.02203, arXiv.org.
More about this item
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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