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Anomalous waiting times in high-frequency financial data - MaRDI portal

Anomalous waiting times in high-frequency financial data (Q4610281)

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scientific article; zbMATH DE number 7002169
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English
Anomalous waiting times in high-frequency financial data
scientific article; zbMATH DE number 7002169

    Statements

    title
    Anomalous waiting times in high-frequency financial data (English)
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    author
    Enrico Scalas
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    Rudolf Gorenflo
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    Hugh Luckock
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    Maurizio Mantelli
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    Marco Raberto
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    Francesco Mainardi
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    publication date
    15 January 2019
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    zbMATH Keywords
    high-frequency financial data
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    waiting-time survival probability
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    91B84
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    62N05
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    zbMATH DE Number
    7002169
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    OpenAlex ID
    W2086048771
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    arXiv ID
    cond-mat/0310305
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