On the gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market

Physica A: Statistical Mechanics and its Applications

Volumn 376, Issue 1-2, 2007, Pages 500-506

  Sazuka, Naoya ^a  

^a SONY CORPORATION   (Japan)

Author keywords

Divergence measurements; Non exponential distribution; Stochastic process; The Sony bank USD JPY rate; Waiting times; Weibull distribution

Indexed keywords

ASYMPTOTIC STABILITY; DATA REDUCTION; ECONOMICS; POISSON EQUATION; WEIBULL DISTRIBUTION;

DIVERGENCE MEASUREMENTS; NON-EXPONENTIAL DISTRIBUTION; THE SONY BANK USD/JPY RATE; WAITING TIMES;

PROBABILITY DISTRIBUTIONS;

EID: 33846169117     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.10.094     Document Type: Article

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