To reference the code, process or results in publications, please use:
To cite the regular article published in The European Physical Journal B
@article{price_responses_financial_henao, title = {Price response functions and spread impact in correlated financial markets}, author = {Juan C. Henao-Londono and Sebastian M. Krause and Thomas Guhr}, year = {2021}, month = {04}, day = {08}, journal = {The European Physical Journal B}, volume = {94}, number = {4}, doi = {10.1140/epjb/s10051-021-00077-z}, url = {https://doi.org/10.1140/epjb/s10051-021-00077-z}, issn = {1434-6036}, }
To cite the preprint version of the work
@misc{my_paper_response_financial_arxiv, title={Price response functions and spread impact in correlated financial markets}, author={Juan C. Henao-Londono and Sebastian M. Krause and Thomas Guhr}, year={2020}, eprint={2010.15105}, archivePrefix={arXiv}, primaryClass={q-fin.ST} }
To cite the code used in the project
@misc{code, title={First release - Price response functions and spread impact in foreign exchange markets code}, author={Juan Camilo Henao Londono}, year={2021}, version= {v1.0.0}, doi={10.5281/zenodo.4569918}, url={https://doi.org/10.5281/zenodo.4569918} }