Scalas, Enrico; Gorenflo, Rudolf; Luckock, Hugh; Mainardi, Francesco; Mantelli, Maurizio; Raberto, Marco Anomalous waiting times in high-frequency financial data. (English) Zbl 1409.62216 Quant. Finance 4, No. 6, 695-702 (2004). MSC: 62P05 62M10 91B84 62N05 PDFBibTeX XMLCite \textit{E. Scalas} et al., Quant. Finance 4, No. 6, 695--702 (2004; Zbl 1409.62216) Full Text: DOI arXiv
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico A renewal process of Mittag-Leffler type. (English) Zbl 1191.60101 Novak, Miroslav M. (ed.), Thinking in patterns. Fractals and related phenomena in nature. Proceedings of the 8th international conference, Fractal 2004, Vancouver, Canada, April 4–7, 2004. Hackensack, NJ: World Scientific (ISBN 981-238-822-2). 35-46 (2004). MSC: 60K05 26A33 44A10 60G55 60J05 PDFBibTeX XMLCite \textit{F. Mainardi} et al., in: Thinking in patterns. Fractals and related phenomena in nature. Proceedings of the 8th international conference, Fractal 2004, Vancouver, Canada, April 4--7, 2004. Hackensack, NJ: World Scientific. 35--46 (2004; Zbl 1191.60101) Full Text: DOI
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico A fractional generalization of the Poisson processes. (English) Zbl 1087.60064 Vietnam J. Math. 32, Spec. Iss., 53-64 (2004). Reviewer: Viktor Oganyan (Erevan) MSC: 60K05 60G55 30D10 PDFBibTeX XMLCite \textit{F. Mainardi} et al., Vietnam J. Math. 32, 53--64 (2004; Zbl 1087.60064) Full Text: arXiv
Scalas, Enrico; Gorenflo, Rudolf; Mainardi, Francesco; Raberto, Marco Revisiting the derivation of the fractional diffusion equation. (English) Zbl 1050.35163 Fractals 11, Suppl., 281-289 (2003). Reviewer: Piotr Garbaczewski (Zielona Góra) MSC: 35S50 60F05 26A33 33E12 60G50 PDFBibTeX XMLCite \textit{E. Scalas} et al., Fractals 11, 281--289 (2003; Zbl 1050.35163) Full Text: DOI arXiv
Raberto, Marco; Scalas, Enrico; Mainardi, Francesco Waiting-times and returns in high-frequency financial data: An empirical study. (English) Zbl 1001.91033 Physica A 314, No. 1-4, 749-755 (2002). MSC: 91B26 91B70 PDFBibTeX XMLCite \textit{M. Raberto} et al., Physica A 314, No. 1--4, 749--755 (2002; Zbl 1001.91033) Full Text: DOI arXiv
Gorenflo, Rudolf; Mainardi, Francesco; Scalas, Enrico; Raberto, Marco Fractional calculus and continuous-time finance. III: The diffusion limit. (English) Zbl 1138.91444 Kohlmann, Michael (ed.) et al., Mathematical finance. Workshop of the mathematical finance research project, Konstanz, Germany, October 5–7, 2000. Basel: Birkhäuser (ISBN 3-7643-6553-6). 171-180 (2001). MSC: 91B28 60J60 91B62 PDFBibTeX XMLCite \textit{R. Gorenflo} et al., in: Mathematical finance. Workshop of the mathematical finance research project, Konstanz, Germany, October 5--7, 2000. Basel: Birkhäuser. 171--180 (2001; Zbl 1138.91444)