6 citations · 6 across the 1 of their papers we have counts for
2 papers
physics.soc-ph2005
Anomalous waiting times in high-frequency financial data
Enrico Scalas, Rudolf Gorenflo, Hugh Luckock +3
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random…
cond-mat.stat-mech2003★ 6 cited
Anomalous waiting times in high-frequency financial data
Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi +2
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random…