COMPLEX TEMPORAL STRUCTURE OF ACTIVITY IN ON-LINE ELECTRONIC AUCTIONS

František Slanina ()
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František Slanina: Institute of Physics, Academy of Sciences of the Czech Republic, Na Slovance 2, CZ-18221 Praha, Czech Republic

Advances in Complex Systems (ACS), 2012, vol. 15, issue supp0, 1-11

Abstract: We analyze empirical data from the internet auction site Aukro.cz. The time series of activity shows truncated fractal structure on scales from about 1 min to about 1 day. The distribution of waiting times as well as the distribution of number of auctions within fixed interval is a power law, with exponents 1.5 and 3, respectively. Possible implications for the modeling of stock-market fluctuations are briefly discussed.

Keywords: Social network; time series; internet (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:acsxxx:v:15:y:2012:i:supp0:n:s0219525912500531

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DOI: 10.1142/S0219525912500531

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