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

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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…