40 citations · 40 across the 2 of their papers we have counts for
2 papers
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…
physics.soc-ph2006
Dynamics of the Warsaw Stock Exchange index as analysed by the nonhomogeneous fractional relaxation equation
Marzena Kozlowska, Ryszard Kutner
We analyse the dynamics of the Warsaw Stock Exchange index WIG at a daily time horizon before and after its well defined local maxima of the cusp-like shape decorated with oscillat…