Modeling of waiting times and price changes in currency exchange data
Year of publication: |
2004
|
---|---|
Authors: | Repetowicz, Przemysław ; Richmond, Peter |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 343.2004, C, p. 677-693
|
Publisher: |
Elsevier |
Subject: | Stochastic processes | Continuous-time random walk | Lévy stable distributions | Contingency table | Interpolation | Curve fitting | Statistical finance | Econophysics |
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