Financial Knudsen number: Breakdown of continuous price dynamics and asymmetric buy-and-sell structures confirmed by high-precision order-book information

Publication Information

Title

Japanese:
English:	Financial Knudsen number: Breakdown of continuous price dynamics and asymmetric buy-and-sell structures confirmed by high-precision order-book information

Author

Japanese:	Yura, Y., 高安秀樹, Sornette, D., 高安美佐子.
English:	Yura, Y., Hideki Takayasu, Sornette, D., Misako Takayasu.

Language

English

Journal/Book name

Japanese:
English:	Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volume, Number, Page

Vol. 92 No. 4

Published date

2015

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

DOI