EPL

Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations

Hao Meng, Fei Ren, Gao-Feng Gu, Xiong Xiong, Yong-Jie Zhang, Wei-Xing Zhou and Wei Zhang

EPL, 98 3 (2012) 38003

Published online: 09 May 2012

DOI: 10.1209/0295-5075/98/38003

Hao Meng

Fei Ren

Gao-Feng Gu

Xiong Xiong

Yong-Jie Zhang

Wei-Xing Zhou

Wei Zhang

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