High-frequency Uniswap v3 crypto data show non-quadratic potentials, with double-well shapes at short sampling frequencies that the author links to market stress.
Gardiner, Handbook of Stochastic Methods, Third Ed., Springer (2004)
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Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
High-frequency Uniswap v3 crypto data show non-quadratic potentials, with double-well shapes at short sampling frequencies that the author links to market stress.