Universal behaviour of interoccurrence times between losses in financial markets: An analytical description

Author: Ludescher J.   Tsallis C.   Bunde A.  

Publisher: Edp Sciences

E-ISSN: 1286-4854|95|6|68002-68002

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.95, Iss.6, 2011-09, pp. : 68002-68002

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Abstract