313 citations · 874 across the 59 of their papers we have counts for
Showing 2006Show all
3 papers · 1 filter
physics.data-an2006★ 18 cited
Fluctuations in time intervals of financial data from the view point of the Gini index
Naoya Sazuka, Jun-ichi Inoue
We propose an approach to explain fluctuations in time intervals of financial markets data from the view point of the Gini index. We show the explicit form of the Gini index for a…
physics.data-an2006
Queueing theoretical analysis of foreign currency exchange rates
Jun-ichi Inoue, Naoya Sazuka
We propose a useful approach for investigating the statistical properties of foreign currency exchange rates. Our approach is based on queueing theory, particularly, the so-called…
physics.data-an2006★ 16 cited
Crossover between Levy and Gaussian regimes in first passage processes
Jun-ichi Inoue, Naoya Sazuka
We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian Lvy flights…