Waiting time distributions of the volatility in the Italian MIB30 index: Clustering or Poisson functions?

Authors: Greco, A; Sorriso-Valvo, L; Carbone, V; Cidone, S
Years: 2008
Source Title: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Doi: 10.1016/j.physa.2008.03.007
Venue: LiCryL @ Rende (CS)