The present work briefly summarizes the results obtained in Palatella et al. Eur. Phys. J. B 38 (2004) 671 using the Diffusion Entropy technique and adds some new results regarding the Dow Jones Index time series. We show that time distances between peaks of volatility or activity are...

The usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are independent (and identically distributed) random variables. In this paper we address the theoretical setting of non-independent CTRW's where jumps and/or time intervals are correlated. An...