most citedFluctuations in time intervals of financial data from the view point of the Gini index

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physics.data-an2006★ 18 cited

Fluctuations in time intervals of financial data from the view point of the Gini index

Naoya Sazuka, Jun-ichi Inoue

We propose an approach to explain fluctuations in time intervals of financial markets data from the view point of the Gini index. We show the explicit form of the Gini index for a…

physics.data-an2006★ 16 cited

Crossover between Levy and Gaussian regimes in first passage processes

Jun-ichi Inoue, Naoya Sazuka

We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian Lvy flights…