most citedA model for interevent times with long tails and multifractality in human communications: An application to financial trading

40 citations · 40 across the 1 of their papers we have counts for

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q-fin.TR2008★ 40 cited

A model for interevent times with long tails and multifractality in human communications: An application to financial trading

J. Perello, J. Masoliver, A. Kasprzak +1

Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the inter…