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

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

Number of References: 47

Formats available: HTML (English) : PDF (English)

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