Gontis, V.; Kaulakys, B. - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 505-514
statistical properties of the financial markets are enclosed in the statistics of the time interval between trades. A … events is analyzed analytically and numerically, as well. The specific interest of our analysis is related with the financial … markets, where long-range correlations of price fluctuations largely depend on the number of transactions. We analyze the …