2 citations · 3 across the 2 of their papers we have counts for
2 papers
cond-mat.other2004★ 1 cited
On non-markovian nature of stock trading
Andrei Leonidov
Using a relationship between the moments of the probability distribution of times between the two consecutive trades (intertrade time distribution) and the moments of the distribut…
cond-mat.stat-mech2003★ 2 cited
Long Memory in Stock Trading
Andrei Leonidov
Using a relationship between the moments of the probability distribution of times between the two consecutive trades (intertrade time distribution) and the moments of the distribut…