On the probability distribution of stock returns in the Mike-Farmer model

Published 2009 View Full Article

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Title
On the probability distribution of stock returns in the Mike-Farmer model
Authors
Keywords
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Journal
EUROPEAN PHYSICAL JOURNAL B
Volume 67, Issue 4, Pages 585-592
Publisher
Springer Nature
Online
2009-02-18
DOI
10.1140/epjb/e2009-00052-4

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