Waiting-times and returns in high-frequency financial data: An empirical study
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Publication:1850394
DOI10.1016/S0378-4371(02)01048-8zbMath1001.91033arXivcond-mat/0203596MaRDI QIDQ1850394
Marco Raberto, Enrico Scalas, Francesco Mainardi
Publication date: 3 December 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0203596
Stochastic models in economics (91B70) Auctions, bargaining, bidding and selling, and other market models (91B26)
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