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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.data-an2007

Waiting time analysis of foreign currency exchange rates: Beyond the renewal-reward theorem

Naoya Sazuka, Jun-ichi Inoue

We evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for indiv…