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~institution:"EconWPA"
~person:"Raberto, Marco"
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Continuous-time random walk
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Fractional calculus
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Statistical finance
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Raberto, Marco
Scalas, Enrico
3
Londoño, Jaime A.
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Mainardi, Francesco
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Chapman, David A.
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Gorenflo, Rudolf
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Londoño, Jaime
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Miscia, Orazio Di
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Pearson, Neil D.
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Waiting-times and returns in high-frequency financial data: an empirical study
Raberto, Marco
;
Scalas, Enrico
;
Mainardi, Francesco
-
EconWPA
-
2004
based on a
continuous-time
random walk model. …
Persistent link: https://www.econbiz.de/10005561736
Saved in:
2
Fractional calculus and
continuous-time
finance II: the waiting- time distribution
Mainardi, Francesco
;
Raberto, Marco
;
Gorenflo, Rudolf
; …
-
EconWPA
-
2004
We complement the theory of tick-by-tick dynamics of financial markets based on a
continuous-time
random walk (CTRW …
Persistent link: https://www.econbiz.de/10005134750
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