Five Years of Continuous-time Random Walks in Econophysics

Enrico Scalas

A chapter in The Complex Networks of Economic Interactions, 2006, pp 3-16 from Springer

Abstract: Summary This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.

Keywords: Master Equation; Fractional Calculus; Compound Poisson Process; Autoregressive Conditional Duration; NYSE Stock (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (16)

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Working Paper: Five Years of Continuous-time Random Walks in Econophysics (2005)
Working Paper: Five Years of Continuous-time Random Walks in Econophysics (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-28727-8_1

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DOI: 10.1007/3-540-28727-2_1

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