Johansen, A.; Simonsen, I.; Jensen, M.H. - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 1, pp. 64-67
The inverse statistics is the distribution of waiting times needed to achieve a predefined level of return obtained from (detrended) historic asset prices [I. Simonsen, M.H. Jensen, A. Johansen, Eur. Phys. J. 27 (2002) 583; M.H. Jensen, A. Johansen, I. Simonsen, Physica A 234 (2003) 338]. Such a...