The models and methods are explained in:
Patzelt, F. and Bouchaud, J-P.: Nonlinear price impact from linear models Journal of Statistical Mechanics (2017, in print) Preprint at arXiv:1706.04163
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Release files for priceprop 1.0.2
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| File | Size | Uploaded | Provenance | Actions |
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| priceprop-1.0.2.tar.gz | 11.1 kB | Without provenance | Details for priceprop-1.0.2.tar.gz |
Release files / priceprop-1.0.2.tar.gz
| Download URL | priceprop-1.0.2.tar.gz |
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Security for priceprop 1.0.2
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