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Heterogenous criticality in high frequency finance: a phase transition in flash crashes (2021)

First Author: Turiel J

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2110.13701

Publication URI: https://arxiv.org/abs/2110.13701

Type: Other