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Five Years of Continuous-time Random Walks in Econophysics
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References

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  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
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  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
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  • 2002Waiting-times and returns in high-frequency financial data: an empirical study

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