Price response functions and spread impact in correlated financial markets
Crossref DOI link: https://doi.org/10.1140/epjb/s10051-021-00077-z
Published Online: 2021-04-08
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Henao-Londono, Juan C.
Krause, Sebastian M.
Guhr, Thomas
Funding for this research was provided by:
Universität Duisburg-Essen
Text and Data Mining valid from 2021-04-01
Version of Record valid from 2021-04-08
Article History
Received: 3 November 2020
Accepted: 4 March 2021
First Online: 8 April 2021