Anomalous waiting times in high-frequency financial data
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Publication:4610281
DOI10.1080/14697680500040413zbMath1409.62216arXivcond-mat/0310305OpenAlexW2086048771MaRDI QIDQ4610281
Maurizio Mantelli, Enrico Scalas, Hugh Luckock, Rudolf Gorenflo, Marco Raberto, Francesco Mainardi
Publication date: 15 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0310305
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Reliability and life testing (62N05)
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