3 papers
physics.soc-ph2005
Anomalous waiting times in high-frequency financial data
Enrico Scalas, Rudolf Gorenflo, Hugh Luckock +3
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random…
cond-mat.stat-mech2003
Anomalous waiting times in high-frequency financial data
Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi +2
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random…
cond-mat.stat-mech2003
Fraudulent agents in an artificial financial market
Enrico Scalas, Silvano Cincotti, Christian Dose +1
The problem of insider trading and other illegal practices in financial markets is an important issue in the field of financial regulatory policies. Market control bodies, such as…