From 1a4e3a907d5da02bab76a8da0b084aaceda94a10 Mon Sep 17 00:00:00 2001 From: Felix Patzelt Date: Tue, 16 Jan 2018 02:25:19 +0100 Subject: [PATCH] Updated journal reference --- README.rst | 12 ++++++++---- 1 file changed, 8 insertions(+), 4 deletions(-) diff --git a/README.rst b/README.rst index dea7bd8..4e74e08 100644 --- a/README.rst +++ b/README.rst @@ -31,13 +31,17 @@ xcorrshift Convert xcorr output so lag zero is centered The algorithms to calculate three-point correlations and details of daily averaging over high-frequency trading data are described in: - Patzelt, F. and Bouchaud, J-P.: + Patzelt, F. and Bouchaud, J-P. (2017): Nonlinear price impact from linear models. - Journal of Statistical Mechanics (2017, in print). + Journal of Statistical Mechanics: Theory and Experiment, 12, 123404. Preprint at `arXiv:1708.02411 `_. -Please find further explanations in the docstrings and in the examples -directory. +More code from the same publication is released in the `priceprop +`_ package. + +Please find further +explanations in the docstrings and in the examples +directory. Installation