Fluctuations in time intervals of financ
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Naoya Sazuka; Jun-ichi Inoue
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Article
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2007
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Elsevier Science
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English
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We propose an approach to explain fluctuations in time intervals of financial markets data from the view-point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution: A good candidate to describe the first passage time of foreign exchange rate. The analytical expre