Bouchaud, J., Kockelkoren, J., & Potters, M. (2006). Random walks, liquidity molasses and critical response in financial markets. Quantitative finance, 6(2), 115-123. https://doi.org/10.1080/14697680500397623
Citácia podle Chicago (17th ed.)Bouchaud, Jean-Philippe, Julien Kockelkoren, a Marc Potters. "Random Walks, Liquidity Molasses and Critical Response in Financial Markets." Quantitative Finance 6, no. 2 (2006): 115-123. https://doi.org/10.1080/14697680500397623.
Citácia podľa MLA (8th ed.)Bouchaud, Jean-Philippe, et al. "Random Walks, Liquidity Molasses and Critical Response in Financial Markets." Quantitative Finance, vol. 6, no. 2, 2006, pp. 115-123, https://doi.org/10.1080/14697680500397623.
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