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20052007
most citedOn the gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market

32 citations · 66 across the 5 of their papers we have counts for

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physics.soc-ph2006★ 32 cited

On the gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market

Naoya Sazuka

We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets d…