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Statistical analysis of financial returns for a multiagent order book model of asset trading

Tobias Preis1, Sebastian Golke, Wolfgang Paul

  • 1Institute of Physics, Johannes Gutenberg University of Mainz, Staudinger Weg 7, 55099 Mainz, Germany. mail@preis.co.uk

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|August 7, 2007
PubMed

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