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Complex temporal structure of activity in on-line electronic auctions

We analyze empirical data from the internet auction site Aukro.cz. The time series of activity shows truncated fractal structure on scales from about 1 minute to about 1 day. The distribution of waiting times as well as the distribution of number of auctions within fixed interval is a power law, with exponents $1.5$ and $3$, respectively. Possible implications for the modeling of stock-market fluctuations are briefly discussed.
Year of publication:
2014-01
Authors: Slanina, Frantisek
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Notes:
Published in Advances in Complex Systems Vol. 15, (2012) 1250053
Source:
Persistent link: https://www.econbiz.de/10010732581
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