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Econophysics of order-driven markets：proceedings of Econophys-Kolkata V

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Bibliographic Details
Corporate Authors: Econophys-Kolkata (5th 2010 Calcutta, India); SpringerLink (Online service)
Group Author: Abergel Frédéric.
Published: Springer,
Publisher Address: New York
Publication Dates: 2011.
Literature type: Book
Language: English
Series: New economic windows
Subjects:
Finance > Mathematical models.
Statistical physics.
Income distribution > Mathematical models.
Online Access: http://dx.doi.org/10.1007/978-88-470-1766-5
Carrier Form: 1 online resource (xv, 308 p.): ill., port.
ISBN: 9788847017665 (electronic bk.)
8847017661 (electronic bk.)
Index Number: F224
CLC: F224.7-532
Contents: Includes bibliographical references.
pt. 1. Order book data and modelling -- pt. 2. High-frequency data and modelling -- pt. 3. Miscellaneous.

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