//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"EconWPA"
~institution:"Organisation for Economic Co-operation and Development"
~institution:"arXiv.org"
~person:"Gorenflo, Rudolf"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Capital mobility" OR "Competition policy" OR "Financial markets" OR "Russia" OR "System transformation" OR "Transition economies") AND NOT isPartOf:Intereconomics
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Continuous-time random walk
1
Duration
1
Fractional calculus
1
Statistical finance
1
Stochastic processes
1
duration
1
random walk
1
statistical finance
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
6
Language
All
Undetermined
5
English
1
Author
All
Gorenflo, Rudolf
Rubio, Fernando
17
LOS, CORNELIS A.
16
Sornette, Didier
16
Haas, Ralph de
12
Bouchaud, Jean-Philippe
11
Hanousek, Jan
11
Scalas, Enrico
11
Zhou, Wei-Xing
10
Feige, Edgar L.
9
Sornette, D.
9
Gontis, Vygintas
8
Los, Cornelis A.
8
Kaufmann, Daniel
7
Lillo, Fabrizio
7
Mainardi, Francesco
7
Pawe{\l} Fiedor
7
Raberto, Marco
7
Farmer, J. Doyne
6
Jiang, Zhi-Qiang
6
Kibritcioglu, Aykut
6
Kim, Kyungsik
6
Kostov, Philip
6
Mantegna, Rosario N.
6
Matteo, T. Di
6
Zhang, Yi-Cheng
6
Zheng, B.
6
Bayer, Christian
5
Bezemer, Dirk
5
Bury, Thomas
5
Challet, Damien
5
Commission, Productivity
5
Davis, Junior
5
Drozdz, S.
5
Filer, Randall K.
5
Gontis, V.
5
Inoue, Jun-ichi
5
Kardaras, Constantinos
5
Kononovicius, Aleksejus
5
Kutner, R.
5
more ...
less ...
Institution
All
EconWPA
Organisation for Economic Co-operation and Development
arXiv.org
Published in...
All
Papers / arXiv.org
4
Finance
2
Source
All
RePEc
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Anomalous waiting times in high-frequency financial data
Scalas, Enrico
;
Gorenflo, Rudolf
;
Luckock, Hugh
; …
-
arXiv.org
-
2005
high-frequency data is non-exponential. This fact imposes constraints on agent-based models of
financial
markets
. …
Persistent link: https://www.econbiz.de/10005083763
Saved in:
2
Anomalous waiting times in high-frequency financial data
Scalas, Enrico
;
Gorenflo, Rudolf
;
Mainardi, Francesco
; …
-
arXiv.org
-
2003
high-frequency data is non-exponential. This fact sets limits for agent-based models of
financial
markets
. …
Persistent link: https://www.econbiz.de/10005084101
Saved in:
3
Fractional calculus and continuous-time finance
Scalas, Enrico
;
Gorenflo, Rudolf
;
Mainardi, Francesco
-
arXiv.org
-
2000
In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in
financial
markets
. Many …
Persistent link: https://www.econbiz.de/10005084408
Saved in:
4
Fractional calculus and continuous-time finance II: the waiting-time distribution
Mainardi, Francesco
;
Raberto, Marco
;
Gorenflo, Rudolf
; …
-
arXiv.org
-
2000
We complement the theory of tick-by-tick dynamics of
financial
markets
based on a Continuous-Time Random Walk (CTRW …
Persistent link: https://www.econbiz.de/10005098710
Saved in:
5
Fractional calculus and continuous-time finance
Scalas, Enrico
;
Gorenflo, Rudolf
;
Mainardi, Francesco
-
EconWPA
-
2004
In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in
financial
markets
. Many …
Persistent link: https://www.econbiz.de/10005561606
Saved in:
6
Fractional calculus and continuous-time finance II: the waiting- time distribution
Mainardi, Francesco
;
Raberto, Marco
;
Gorenflo, Rudolf
; …
-
EconWPA
-
2004
We complement the theory of tick-by-tick dynamics of
financial
markets
based on a continuous-time random walk (CTRW …
Persistent link: https://www.econbiz.de/10005134750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->