Andrzej Kasprzak

University of Warsaw - Faculty of Physics

Hoza 69

Warsaw, PL-00681

Poland

  • University of Warsaw - Faculty of Physics

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A Model for Interevent Times with Long Tails and Multifractality in Human Communications: An Application to Financial Trading

Number of pages: 25 Posted: 22 Jul 2008
Josep Perelló, Jaume Masoliver, Andrzej Kasprzak and Ryszard Kutner
University of Barcelona - Department of Physics, University of Barcelona - Department of Physics, University of Warsaw - Faculty of Physics and University of Warsaw - Faculty of Physics
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Abstract:

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intertransaction, high-frequency, model