@article{correlationemergenceintwocoupled,
  title = {Correlation emergence in two coupled simulated limit order books},
  author = {Dominic Bauer and Derick Diana and Tim Gebbie},
  year = {2024},
  eprint = {2408.03181},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2408.03181v1},
}