Laszlo Gillemot

Identifiers

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Papers (4)

1. There's more to volatility than volume physics.soc-ph · 2005 · author #1
2. What really causes large price changes? cond-mat.other · 2003 · author #2
3. Statistical theory of the continuous double auction cond-mat.stat-mech · 2002 · author #3
4. A quantitative model of trading and price formation in financial markets cond-mat.stat-mech · 2001 · author #3

Mentions

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Frequent Coauthors

• J. Doyne Farmer 4 shared papers
• Eric Smith 2 shared papers
• Fabrizio Lillo 2 shared papers
• Anindya Sen 1 shared papers
• Giulia Iori 1 shared papers
• Marcus G. Daniels 1 shared papers
• Supriya Krishnamurthy 1 shared papers
• Szabolcs Mike 1 shared papers