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内部出版物
在“
Elsevier电子期刊
”中,
命中:
3
条,耗时:0.0749693 秒
1.
The
distribution of first-passage times and durations in FOREX and future markets
作者:
Naoya Sazuka
;
Jun-ichi Inoue
;
Enrico Scalas
关键词:
Stochastic process
;
Time interval distribution
;
Mittag–
;
Leffler survival function
;
Weibull distribution
;
The
Sony
Bank
USD/JPY
rate
;
BTP futures
;
Average waiting time
;
Gini index
刊名:Physica A
出版年:2009
2.
On
the
gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market
作者:
Naoya Sazuka
关键词:
Stochastic process
;
Waiting times
;
Non-exponential distribution
;
Weibull distribution
;
Divergence measurements
;
The
Sony
bank
USD/JPY
rate
刊名:Physica A
出版年:2007
3.
Fluctuations in time intervals of financial data from
the
view point of
the
Gini index
作者:
Naoya Sazuka
;
Jun-ichi Inoue
关键词:
Stochastic process
;
Gini index
;
Time interval distribution
;
Weibull distribution
;
The
Sony
bank
USD/JPY
rate
刊名:Physica A
出版年:2007
1
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