article Open AccessTop 1% cited
Waiting-times and returns in high-frequency financial data: an empirical study
Physica A Statistical Mechanics and its Applications · 2002 · Vol. 314(1-4) · pp. 749–755
Marco Raberto(University of Genoa)Enrico Scalas(Tecnologie Avanzate (Italy))Francesco Mainardi✉(University of Bologna)
Complex Systems and Time Series AnalysisStock Market Forecasting MethodsFinancial Risk and Volatility ModelingRandom walkEconometricsStock (firearms)Financial marketEconomicsContinuous-time random walkFinancial economicsFinanceStatisticsMathematics
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