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Hokkaido University Collection of Scholarly and Academic Papers >

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TypeAuthor(s)TitleOther TitlesCitationCitation(alt)Issue Date
article (author version)Inoue, Jun-ichi; Sazuka, NaoyaQueueing theoretical analysis of foreign currency exchange rates-Quantitative Finance-Feb-2010
article (author version)Sazuka, Naoya; Inoue, Jun-ichi; Scalas, EnricoThe distribution of first-passage times and durations in FOREX and future markets-Physica. A, Statistical mechanics and its applications-15-Jul-2009
article (author version)Sazuka, Naoya; Inoue, Jun-ichiFluctuations in time intervals of financial data from the view point of the Gini index-Physica A Statistical Mechanics and its Applications-1-Sep-2007
articleInoue, Jun-ichi; Sazuka, NaoyaCrossover between Lévy and Gaussian regimes in first-passage processes-Physical Review E-17-Aug-2007
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