Andrzej Kasprzak

University of Warsaw - Faculty of Physics

Hoza 69

Warsaw, PL-00681

Poland

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Scholarly Papers (1)

1.

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
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
Downloads 54 (432,956)

Abstract:

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intertransaction, high-frequency, model