Anomalous waiting times in high-frequency financial data

Quantitative Finance

Volumn 4, Issue 6, 2004, Pages 695-702

  Scalas, Enrico ^a,b   Gorenflo, Rudolf ^c   Luckock, Hugh ^d   Mainardi, Francesco ^e   Mantelli, Maurizio ^a   Raberto, Marco ^f  

^a UNIVERSITY OF EASTERN PIEDMONT   (Italy)

^b INFM   (Italy)

^c FREIE UNIVERSITÄT BERLIN   (Germany)

^d UNIVERSITY OF SYDNEY   (Australia)

^e UNIVERSITY OF BOLOGNA   (Italy)

^f UNIVERSITY OF GENOA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18544373378     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500040413     Document Type: Article

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