Waiting-times and returns in high-frequency financial data: An empirical study (Q1850394): Difference between revisions
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| Property / author: Francesco Mainardi / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: cond-mat/0203596 / rank | |||
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| Property / cites work: Random Walks on Lattices. II / rank | |||
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| Property / cites work: Fractional Calculus: Integral and Differential Equations of Fractional Order / rank | |||
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Latest revision as of 18:05, 4 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Waiting-times and returns in high-frequency financial data: An empirical study |
scientific article |
Statements
Waiting-times and returns in high-frequency financial data: An empirical study (English)
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3 December 2002
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statistical properties
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random walk financial-market model
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