Kaizoji, Taisei; Kaizoji, Michiyo - In: Physica A: Statistical Mechanics and its Applications 336 (2004) 3, pp. 563-570
the Nikkei 225 index in the 27-year period from January 1975 to December 2001. A calm-time interval is defined as the … interval between two successive price changes above a fixed threshold. We found that the calm-time interval distribution of …
