Anomalous waiting times in high-frequency financial data
Authors:
Enrico Scalas ab;
Rudolf Gorenflo c;
Hugh Luckock d;
Francesco Mainardi e;
Maurizio Mantelli a;
Marco Raberto f
| Affiliations: | a Dipartimento di Scienze e Tecnologie Avanzate, Universit del Piemonte Orientale, Alessandria, Italy |
b INFM, Unit di Genova, Genova, Italy |
|
c Erstes Mathematisches Institut, Freie Universit t Berlin, Berlin, Germany |
|
| d School of Mathematics and Statistics, University of Sydney, Sydney, Australia | |
e Dipartimento di Fisica, Universit di Bologna and INFN Sezione di Bologna, Bologna, Italy |
|
f Dipartimento di Ingegneria Biofisica ed Elettronica, Universit di Genova, Genova, Italy |
DOI:
10.1080/14697680500040413
Publication Frequency:
8 issues per year
Number of References: 47
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del Piemonte Orientale, Alessandria, Italy
t Berlin, Berlin, Germany