P. Weber

发表

Statistical regularities in the return intervals of volatility

Kazuko Yamasaki, Shlomo Havlin, Fengzhong Wang, 2007 .

Comparison between volatility return intervals of the S&P 500 index and two common models

H. E. Stanley, S. Havlin, H. Stanley, 2008 .

Order book approach to price impact

B. Rosenow, P. Weber, P. Weber, 2003, cond-mat/0311457.