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20072009
most citedDegree distribution of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

116 citations · 149 across the 4 of their papers we have counts for

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q-fin.TR2009★ 11 cited

Scaling and memory in the non-poisson process of limit order cancelation

Xiao-Hui Ni, Zhi-Qiang Jiang, Gao-Feng Gu +3

The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancela…