Anomalous waiting times in high-frequency financial data

Authors: Enrico Scalas ^a^b; 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 Universitt 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

Published in: journal

Quantitative Finance, Volume 4, Issue 6 December 2004 , pages 695 - 702

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Number of References: 47

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