Fitting the empirical distribution of intertrade durations

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 8-9, 2008, Pages 2025-2034

  Politi, Mauro ^a   Scalas, Enrico ^b  

^a UNIVERSITY OF MILAN   (Italy)

^b UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

Econophysics; Non exponential distribution; Power law; Waiting times

Indexed keywords

ASYMPTOTIC STABILITY; CURVE FITTING; NUMERICAL METHODS; PROBLEM SOLVING;

ECONOPHYSICS; HYPOTHESIS; NON-EXPONENTIAL DISTRIBUTION; POWER LAWS; WAITING TIMES;

WEIBULL DISTRIBUTION;

EID: 38349048307     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.11.018     Document Type: Article

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