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Modeling of waiting times and price changes in currency exchange data

, and . Physica A: Statistical Mechanics and its Applications, (Nov 15, 2004)

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Dynamics of money and income distributions, , and . Physica A: Statistical Mechanics and its Applications, 356 (2-4): 641--654 (Oct 15, 2005)Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times, and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 108--111 (Dec 1, 2004)Modeling of waiting times and price changes in currency exchange data, and . Physica A: Statistical Mechanics and its Applications, (Nov 15, 2004)