Scaling and memory in the non-poisson process of limit order cancelation
@article{Ni2010ScalingAM, title={Scaling and memory in the non-poisson process of limit order cancelation}, author={Xiaohui Ni and Zhi-Qiang Jiang and Gao-Feng Gu and Fei Ren and Wei Chen and Wei‐Xing Zhou}, journal={Physica A-statistical Mechanics and Its Applications}, year={2010}, volume={389}, pages={2751-2761} }
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